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subject:"Regression analysis"
~isPartOf:"GRIPS discussion papers"
~language:"eng"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Volatility
Estimation theory
12
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6
Gibbs Sampling
4
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alternating-order
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state-space
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Arai, Yoichi
4
Leon-Gonzalez, Roberto
4
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3
León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
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GRIPS discussion papers
CEMMAP working papers / Centre for Microdata Methods and Practice
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
77
Discussion paper / Tinbergen Institute
58
Discussion papers of interdisciplinary research project 373
44
Cowles Foundation discussion paper
42
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
33
Working paper / Department of Econometrics and Business Statistics, Monash University
29
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27
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25
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24
Discussion paper / Center for Economic Research, Tilburg University
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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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
Estimation of nonlinear DSGE models through Laplace based solutions
Baiaman, Elnura
;
Leon-Gonzalez, Roberto
-
2024
Persistent link: https://www.econbiz.de/10015051301
Saved in:
3
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
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
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Testing for linearity in regressions with I (1) processes
Arai, Yoichi
-
2015
Persistent link: https://www.econbiz.de/10012195744
Saved in:
8
Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Arai, Yoichi
;
Ichimura, Hidehiko
-
2015
Persistent link: https://www.econbiz.de/10012195752
Saved in:
9
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
10
Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Arai, Yoichi
;
Ichimura, Hidehiko
-
2014
Persistent link: https://www.econbiz.de/10010355788
Saved in:
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