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~isPartOf:"Econometric theory"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"Spieltheorie"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov process"
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ARCH model
Spieltheorie
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Markov chain
46
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46
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25
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25
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16
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11
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11
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8
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Billio, Monica
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Hong, Yongmiao
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Korobilis, Dimitris
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Osuntuyi, Anthony
2
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2
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1
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39
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33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
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30
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29
Economics letters
28
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23
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ECONIS (ZBW)
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1
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012317435
Saved in:
4
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
5
Spatial resource wars : a two region example
Fabbri, Giorgio
;
Faggian, Silvia
;
Freni, Giuseppe
-
2018
Persistent link: https://www.econbiz.de/10011869095
Saved in:
6
Business cycle dating after the Great Moderation : a consistent two-stage maximum likelihood method
Mbara, Gilbert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011874862
Saved in:
7
Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339319
Saved in:
8
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
-
2015
Persistent link: https://www.econbiz.de/10011521832
Saved in:
9
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
10
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
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