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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Li, Yong"
~subject:"Econometrics"
~subject:"Estimation theory"
~subject:"Monte Carlo simulation"
~subject:"Statistische Methodenlehre"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Schätztheorie
Econometrics
Estimation theory
Monte Carlo simulation
Statistische Methodenlehre
Volatilität
Theorie
5
Theory
5
Latent variable models
4
Bayes-Statistik
3
Bayesian inference
3
Decision theory
3
Markov chain
3
Markov chain Monte Carlo
3
Markov-Kette
3
Monte-Carlo-Simulation
3
Bayes factor
2
EM algorithm
2
Statistical test
2
Statistical theory
2
Statistischer Test
2
AIC
1
DIC
1
Deviance
1
Hypothesis testing
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Lagrange multiplier
1
Misspecified models
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Modellierung
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Posterior simulation
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Li, Yong
Chib, Siddhartha
11
King, Maxwell L.
9
Ullah, Aman
9
Koop, Gary
8
Li, Qi
8
McAleer, Michael
8
Srivastava, Virendra K.
8
Yu, Jun
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Granger, C. W. J.
7
Hsiao, Cheng
7
Lee, Lung-fei
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Kohn, Robert
6
Magnus, Jan R.
6
Phillips, Peter C. B.
6
Renault, Eric
6
Bera, Anil K.
5
Bollerslev, Tim
5
Diebold, Francis X.
5
Fry, Tim R. L.
5
Golan, Amos
5
Ohtani, Kazuhiro
5
Schmidt, Peter
5
Singh, Radhey S.
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Barnett, William A.
4
Bierens, Herman J.
4
Chen, Songnian
4
Geweke, John
4
Hallin, Marc
4
Hong, Yongmiao
4
Horowitz, Joel
4
Mallela, Parthasaradhi
4
Nachane, Dilip M.
4
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Computational economics
3
Economic modelling
2
Annals of economics and finance
1
Applied economics letters
1
Finance research letters
1
Journal of mathematical finance
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ECONIS (ZBW)
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1
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
2
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
3
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
4
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
5
Bayesian hypothesis testing in latent variable models
Li, Yong
;
Yu, Jun
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
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