//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte Carlo simulation"
~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov-Kette"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Markov chain
116
Markov-Kette
116
Theorie
71
Theory
71
Monte-Carlo-Simulation
44
Bayes-Statistik
31
Bayesian inference
31
Estimation
27
Schätzung
27
Time series analysis
25
Zeitreihenanalyse
25
Estimation theory
22
Schätztheorie
22
Volatility
18
Volatilität
18
Stochastic process
13
Stochastischer Prozess
13
Markov chain Monte Carlo
11
USA
11
United States
11
Forecasting model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Prognoseverfahren
9
Regression analysis
9
Regressionsanalyse
9
VAR model
9
VAR-Modell
9
ARCH model
8
ARCH-Modell
8
Sampling
7
Stichprobenerhebung
7
Börsenkurs
6
Correlation
6
Korrelation
6
Share price
6
Statistical test
6
Statistischer Test
6
Capital income
5
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
Thesis
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Chib, Siddhartha
6
Li, Yong
5
Yu, Jun
5
Dijk, Herman K. van
4
Koop, Gary
4
Zeng, Tao
3
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hong, Han
2
Kalli, Maria
2
Koopman, Siem Jan
2
Munkin, Murat K.
2
Trivedi, Pravin K.
2
Tsionas, Efthymios G.
2
Ahsan, Nazmul
1
Akram, Muhammad
1
Bauwens, Luc
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Bos, Charles S.
1
Carriero, Andrea
1
Chan, Joshua
1
Chernozhukov, Victor
1
Clark, Todd E.
1
Coelli, Timothy J.
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Gao, Jian
1
George, Edward I.
1
Giordani, Paolo
1
Greenberg, Edward S.
1
Griffin, J. E.
1
Harvey, Andrew C.
1
Herwartz, Helmut
1
Hoogerheide, Lennart
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric reviews
13
International journal of forecasting
11
Economics letters
10
European journal of operational research : EJOR
10
Journal of forecasting
10
Energy economics
8
Journal of the American Statistical Association : JASA
8
Quantitative finance
8
Risks : open access journal
8
Computational economics
7
Journal of applied econometrics
7
Insurance / Mathematics & economics
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics
4
Applied economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
4
Quantitative marketing and economics : QME
4
Regional science & urban economics
4
The journal of operational risk
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Econometrics : open access journal
3
Finance research letters
3
INFORMS journal on computing : JOC
3
International review of financial analysis
3
Journal of mathematical finance
3
Journal of time series econometrics
3
Scandinavian actuarial journal
3
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
11
-
20
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
12
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:
13
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
14
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
15
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:
16
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:
17
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
18
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
19
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
20
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->