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~accessRights:"restricted"
~person:"Kohn, Robert"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
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Search: subject:"Markovscher Prozess"
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Markov chain
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Markov-Kette
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Bayes-Statistik
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Bayesian inference
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Estimation
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Markov chain Monte Carlo
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Heteroscedasticity
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Cointegration
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Density forecasting
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Divisia money
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Geldmenge
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Identification through heteroskedasticity
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Importance sampling
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Markov switching model
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Kohn, Robert
Koopman, Siem Jan
Lütkepohl, Helmut
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Serletis, Apostolos
11
Elliott, Robert J.
10
Cui, Zhenyu
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Siu, Tak Kuen
8
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Legros, Benjamin
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Banik, A. D.
6
Billio, Monica
6
D'Amico, Guglielmo
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
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He, Xin-Jiang
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Houtum, Geert-Jan van
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Lee, Hsiang-Tai
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Leiva-Leon, Danilo
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Maheu, John M.
6
Marcellino, Massimiliano
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Sola, Martin
6
Solan, Eilon
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Wei, Qingda
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Zhu, Song-Ping
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Balbus, Lukasz
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
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2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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3
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
4
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
5
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
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