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isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Markovscher Prozeß"
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ARCH-Modell
Forecasting model
Nonparametric statistics
Markov chain
116
Markov-Kette
116
Theorie
71
Theory
71
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Bayes-Statistik
31
Bayesian inference
31
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27
Schätzung
27
Time series analysis
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Estimation theory
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Stochastic process
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Markov chain Monte Carlo
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Nichtparametrisches Verfahren
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24
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Jin, Xin
3
Maheu, John M.
3
Bauwens, Luc
2
Baldovin, Fulvio
1
Bonhomme, Stéphane
1
Borowska, Agnieszka
1
Browning, Martin James
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carro, Jesus M.
1
Catania, Leopoldo
1
Chib, Siddhartha
1
Di Mari, Roberto
1
Dijk, Herman K. van
1
Dueker, Michael
1
Dufays, Arnaud
1
Griffin, Jim E.
1
Hoogerheide, Lennart
1
Hu, Yingyao
1
Jacquier, Eric
1
Jochmans, Koen
1
Kalli, Maria
1
Kohn, Robert
1
Koopman, Siem Jan
1
Krüger, Daniel
1
Linton, Oliver
1
Min, Aleksey
1
Morley, James C.
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Nagler, Thomas
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Nakatsuma, Teruo
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Otranto, Edoardo
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Panagiotelis, Anastasios
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Paolella, Marc S.
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Piger, Jeremy Max
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Polson, Nicholas G.
1
Ramamurthy, Srikanth
1
Robin, Jean-Marc
1
Rombouts, Jeroen V. K.
1
Rossi, Peter E.
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Journal of econometrics
International journal of forecasting
32
Journal of forecasting
29
Energy economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Discussion paper / Tinbergen Institute
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Economic modelling
15
Applied economics
14
Journal of empirical finance
14
European journal of operational research : EJOR
13
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
12
Economics letters
11
CESifo working papers
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Quantitative finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
7
Econometric reviews
7
Journal of banking & finance
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
International Journal of Energy Economics and Policy : IJEEP
6
International Journal of Financial Studies : open access journal
6
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Risks : open access journal
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CORE discussion papers : DP
5
Computational economics
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Department of Economics working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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Working paper series / European Central Bank
5
Department of Economics discussion paper series / University of Oxford
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Emerging markets review
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ECONIS (ZBW)
24
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1
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
2
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
3
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
4
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
6
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
7
Bayesian nonparametric vector autoregressive models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
Saved in:
8
The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
Saved in:
9
Nonparametric estimation of non-exchangeable latent-variable models
Bonhomme, Stéphane
;
Jochmans, Koen
;
Robin, Jean-Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10011918770
Saved in:
10
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
Saved in:
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