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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Hoogerheide, Lennart"
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
~subject:"State space model"
~subject:"VAR model"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
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Bayesian inference
4
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4
Statistical distribution
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Hoogerheide, Lennart
Marcellino, Massimiliano
24
Carriero, Andrea
21
Clark, Todd E.
14
Koop, Gary
13
Schorfheide, Frank
13
Canova, Fabio
11
Zhang, Xinyu
8
Dijk, Herman K. van
7
Giacomini, Raffaella
7
Giannone, Domenico
7
Kapetanios, George
7
Casarin, Roberto
6
Fernández-Villaverde, Jesús
6
Huber, Florian
6
Lenza, Michele
6
Pettenuzzo, Davide
6
Ravazzolo, Francesco
6
Timmermann, Allan
6
Ando, Tomohiro
5
Gallant, A. Ronald
5
Havránek, Tomáš
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Korobilis, Dimitris
5
Maheu, John M.
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Rubio-Ramírez, Juan Francisco
5
Zellner, Arnold
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4
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4
Blasques, Francisco
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Ciccarelli, Matteo
4
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4
Guerrón-Quintana, Pablo A.
4
Hamilton, James D.
4
Kitagawa, Toru
4
Kohn, Robert
4
Lahiri, Kajal
4
Li, Yong
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
International journal of forecasting
Journal of econometrics
Discussion paper / Tinbergen Institute
27
Working paper / Norges Bank
5
CAMP working paper series
1
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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
Saved in:
2
Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.
;
Borowska, A.
;
Grassi, S.
;
Hoogerheide, …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
Saved in:
3
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
4
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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