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subject:"Germany"
~person:"Martin, Gael M."
~subject:"Markov chain"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Germany
Markov chain
Prognoseverfahren
Markov-Kette
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Monte Carlo simulation
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Bayes-Statistik
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Martin, Gael M.
Dijk, Herman K. van
21
Stachurski, John
21
Casarin, Roberto
19
Zha, Tao
18
Waggoner, Daniel F.
17
Kamihigashi, Takashi
16
Kaufmann, Sylvia
16
Billio, Monica
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Lütkepohl, Helmut
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Bauwens, Luc
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Frühwirth-Schnatter, Sylvia
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Paap, Richard
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Piger, Jeremy Max
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Rady, Sven
12
Dijk, Dick van
11
Kohn, Robert
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Lucas, André
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Lux, Thomas
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Marcellino, Massimiliano
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Ravazzolo, Francesco
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Reffett, Kevin L.
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Robert, Christian P.
11
Weber, Andrea
11
Forbes, Catherine Scipione
10
Koopman, Siem Jan
10
Leiva-Leon, Danilo
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Zhang, Xibin
10
Doraszelski, Ulrich
9
Dufays, Arnaud
9
Foerster, Andrew
9
Guidolin, Massimo
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Guérin, Pierre
9
Netšunajev, Aleksei
9
Owyang, Michael T.
9
Vieille, Nicolas
9
Winter-Ebmer, Rudolf
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Abbring, Jaap H.
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
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ECONIS (ZBW)
10
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1
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
2
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
3
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
5
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
8
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
9
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
Saved in:
10
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
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