//--> //--> //--> //-->
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
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"State space model"
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:"Bayes rule"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
State space model
Bayes-Statistik
240
Bayesian inference
240
Theorie
111
Theory
111
Estimation
64
Schätzung
64
Estimation theory
57
Schätztheorie
57
VAR model
56
VAR-Modell
56
Time series analysis
55
Zeitreihenanalyse
55
Forecasting model
52
Prognoseverfahren
52
Volatility
40
Volatilität
40
Markov chain
36
Markov-Kette
36
Monte Carlo simulation
36
Monte-Carlo-Simulation
36
Stochastic process
36
Stochastischer Prozess
36
Zustandsraummodell
30
Modellierung
27
Scientific modelling
27
USA
24
United States
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
22
Regressionsanalyse
22
Bayesian estimation
20
Dynamic equilibrium
16
Dynamisches Gleichgewicht
16
Business cycle
15
Konjunktur
15
Statistical distribution
14
Statistische Verteilung
14
Schock
13
more ...
less ...
Online availability
All
Undetermined
13
Free
12
Type of publication
All
Article
18
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
12
Non-commercial literature
12
Arbeitspapier
9
Working Paper
9
Language
All
English
Author
All
Chan, Joshua
8
Koop, Gary
4
Grant, Angelia L.
3
Eisenstat, Eric
2
Fulop, Andras
2
Gallant, A. Ronald
2
Kohn, Robert
2
Li, Junye
2
Nason, James Michael
2
Potter, Simon M.
2
Tsay, Ruey S.
2
Bitto, Angela
1
Chan, Joshua C. C.
1
Chib, Siddhartha
1
Creal, Drew
1
Cross, Jamie
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Giacomini, Raffaella
1
Gribisch, Bastian
1
Grose, Simone D.
1
Guerrón-Quintana, Pablo A.
1
Görtz, Christoph
1
Hall, Jamie
1
Hartkopf, Jan Patrick
1
Heng, Jeremy
1
Herbst, Edward P.
1
Ho, Paul
1
Hong, Han
1
Hou, Chenghan
1
Khwaja, Ahmed
1
Korobilis, Dimitris
1
Liu, Hening
1
Lopes, Hedibert Freitas
1
Lubik, Thomas A.
1
Maneesoonthorn, Worapree
1
Mao, Guangyu
1
Martin, Gael M.
1
Matthes, Christian
1
McCulloch, Robert E.
1
more ...
less ...
Published in...
All
CAMA working paper series
Journal of econometrics
Discussion paper / Tinbergen Institute
16
Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economic dynamics & control
5
Journal of forecasting
5
Economics letters
4
Journal of applied econometrics
4
CESifo working papers
3
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Macroeconomic dynamics
3
The econometrics journal
3
ANU working papers in economics and econometrics
2
CAMA Working Paper
2
Discussion paper
2
Discussion papers / CEPR
2
Econometric Institute research papers
2
Econometric reviews
2
FRB of Philadelphia Working Paper
2
Federal Reserve Bank of Cleveland working paper series
2
International finance discussion papers
2
International review of financial analysis
2
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
2
Journal of economic surveys
2
Journal of macroeconomics
2
Journal of monetary economics
2
Journal of time series econometrics
2
KAIST College of Business Working Paper Series
2
KOF working papers
2
SFB 649 discussion paper
2
Strathclyde discussion papers in economics
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper
2
Working paper series / European Central Bank
2
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
4
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
5
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
6
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
7
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->