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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"GRIPS discussion papers"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Volatility
Estimation theory
74
Schätztheorie
74
Estimation
30
Schätzung
28
Bayes-Statistik
15
Bayesian inference
15
Regression analysis
12
Regressionsanalyse
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VAR model
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12
Schock
11
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5
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Method of moments
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Business cycle
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4
Geldpolitik
4
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4
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4
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4
Markov Chain Monte Carlo
4
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4
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12
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Working Paper
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12
Graue Literatur
11
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11
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English
12
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Leon-Gonzalez, Roberto
3
León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
2
Sentana, Enrique
2
Strachan, Rodney W.
2
Amengual, Dante
1
Belo, Frederico
1
Carriero, Andrea
1
Clark, Todd E.
1
Deng, Yao
1
Fiorentini, Gabriele
1
Forni, Mario
1
Gambetti, Luca
1
Marcellino, Massimiliano
1
Mlikota, Marko
1
Sala, Luca
1
Salomão, Juliana
1
Schorfheide, Frank
1
Tian, Zhanyuan
1
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Discussion papers / CEPR
GRIPS discussion papers
Discussion paper / Tinbergen Institute
35
CREATES research paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical working paper / National Bureau of Economic Research
14
SFB 649 discussion paper
13
Working paper / National Bureau of Economic Research, Inc.
13
CORE discussion paper : DP
12
Working paper
12
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Center for Economic Research, Tilburg University
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working papers
9
Working papers in economics and econometrics
9
Staff working paper / Bank of Canada
8
Working paper series
8
Discussion paper
7
Research paper series / Swiss Finance Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers in economics
6
Documento de trabajo
6
International finance discussion papers
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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CESifo working papers
5
CORE discussion papers : DP
5
Cowles Foundation discussion paper
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Finance and economics discussion series
5
KBI
5
Working papers / Rodney L. White Center for Financial Research
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / A
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
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ECONIS (ZBW)
12
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1
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
2
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
3
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
8
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
9
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
10
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
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