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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"van Dijk, H. K."
~subject:"Bayesian estimation"
~subject:"Bayesian model selection"
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Prognoseverfahren
Bayesian estimation
Bayesian model selection
Bayes-Statistik
13
Bayesian inference
13
Theorie
8
Theory
8
Estimation
7
Schätzung
7
Forecasting model
5
Markov chain
5
Markov-Kette
5
Time series analysis
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Zeitreihenanalyse
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Simulation
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VAR model
3
VAR-Modell
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ARCH model
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ARCH-Modell
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Financial crisis
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Finanzkrise
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Markov-switching
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Modellierung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel study
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2007-2013
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Autoregressive conditional duration
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Bank risk
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Bankenkrise
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Banking crisis
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Bankrisiko
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Bayesian VAR
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Blasques, Francisco
Casarin, Roberto
van Dijk, H. K.
Gupta, Rangan
18
Marcellino, Massimiliano
18
Carriero, Andrea
17
Koop, Gary
14
Clark, Todd E.
12
Huber, Florian
12
Poon, Aubrey
12
Ravazzolo, Francesco
8
Schorfheide, Frank
8
Korobilis, Dimitris
7
Ratto, Marco
6
Giannone, Domenico
5
Kang, Kyu Ho
5
Kapetanios, George
5
Koopman, Siem Jan
5
Kotzé, Kevin
5
Onorante, Luca
5
Pettenuzzo, Davide
5
Satopää, Ville A.
5
Zhang, Xinyu
5
Chan, Joshua
4
Cross, Jamie
4
Dijk, Herman K. van
4
Gerlach, Richard
4
Han, Xiaoyi
4
Hou, Chenghan
4
Lenza, Michele
4
Lucas, André
4
Mitchell, James
4
Pfarrhofer, Michael
4
Rodriguez, Gabriel
4
Rubio-Ramírez, Juan Francisco
4
Tsionas, Efthymios G.
4
Vogel, Lukas
4
Łasak, Katarzyna
4
Aastveit, Knut Are
3
Aruoba, S. Borağan
3
Balcilar, Mehmet
3
Beckmann, Joscha
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International journal of forecasting
4
Journal of econometrics
2
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ECONIS (ZBW)
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A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
3
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
5
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
6
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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