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~isPartOf:"CAMA working paper series"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastisches Modell"
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Statistical theory
Zeitreihenanalyse
Stochastic process
30
Stochastischer Prozess
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Volatility
24
Volatilität
24
Estimation
17
Schätzung
17
Bayes-Statistik
15
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15
Time series analysis
14
Forecasting model
12
Prognoseverfahren
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Theory
12
State space model
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VAR model
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VAR-Modell
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Zustandsraummodell
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stochastic volatility
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Inflationsrate
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Shock
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ARMA model
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ARMA-Modell
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Modellierung
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Monte Carlo simulation
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Scientific modelling
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ARCH model
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ARCH-Modell
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Chan, Joshua
9
Strachan, Rodney W.
2
Zhang, Bo
2
Bao Hoang Nguyen
1
Chan, Joshua C. C.
1
Cross, Jamie L.
1
Doucet, Arnaud
1
Eisenstat, Eric
1
Görtz, Christoph
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Koop, Gary
1
León-González, Roberto
1
Mertens, Elmar
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Nason, James Michael
1
Theodoridis, Konstantinos
1
Thoenissen, Christoph
1
Yu, Xuewen
1
Zhu, Beili
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CAMA working paper series
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric reviews
29
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
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15
International journal of forecasting
15
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
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The econometrics journal
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CREATES research paper
11
Econometrics : open access journal
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Applied economics letters
10
Journal of empirical finance
10
Discussion papers of interdisciplinary research project 373
9
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
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2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
7
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
8
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
10
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
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