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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Econometric reviews"
~isPartOf:"IMF working papers"
~subject:"Markov chain"
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Search: subject:"Markov-Chain Monte Carlo"
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Markov chain
Bayes-Statistik
182
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182
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84
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84
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43
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43
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36
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35
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Omori, Yasuhiro
2
Anyfantaki, Sofia
1
Ausín, M. Concepción
1
Benigno, Gianluca
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Daude, Christian
1
Dimitrakopoulos, Stefanos
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Dēmos, Antōnēs A.
1
El-Gamal, Mahmoud A.
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Gallo, Giampiero M.
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Hibiki, Akira
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Discussion papers / CEPR
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Journal of econometrics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion paper / Tinbergen Institute
24
Working paper / Department of Econometrics and Business Statistics, Monash University
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
12
Working papers
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Economics letters
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Journal of forecasting
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
9
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8
Insurance / Mathematics & economics
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Journal of economic dynamics & control
8
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Journal of risk and financial management : JRFM
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Quantitative finance
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Sveriges Riksbank working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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GRIPS discussion papers
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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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ECONIS (ZBW)
14
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1
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
4
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
5
Estimating macroeconomic models of financial crises : an endogenous regime-switching approach
Benigno, Gianluca
;
Foerster, Andrew
;
Otrok, Christopher M.
-
2020
Persistent link: https://www.econbiz.de/10012219565
Saved in:
6
Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia
;
Dēmos, Antōnēs A.
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
Saved in:
7
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
8
The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
Saved in:
9
Imperfect information and saving in a small open economy
Daude, Christian
;
Roitman, Agustin
-
2011
Persistent link: https://www.econbiz.de/10009486211
Saved in:
10
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
Saved in:
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