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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Markovsche Kette"
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Prognoseverfahren
VAR-Modell
Markov chain
140
Markov-Kette
140
Theorie
80
Theory
80
Monte Carlo simulation
50
Monte-Carlo-Simulation
50
Estimation
40
Schätzung
40
Bayes-Statistik
37
Bayesian inference
37
Time series analysis
32
Zeitreihenanalyse
32
Estimation theory
23
Schätztheorie
23
USA
21
United States
21
Volatility
19
Volatilität
19
Stochastic process
16
Stochastischer Prozess
16
VAR model
13
Börsenkurs
12
Share price
12
Markov chain Monte Carlo
11
Forecasting model
10
Regression analysis
10
Regressionsanalyse
10
ARCH model
9
ARCH-Modell
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Sampling
8
Stichprobenerhebung
8
Statistical test
7
Statistischer Test
7
Capital income
6
Correlation
6
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6
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Undetermined
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Article
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Aufsatz in Zeitschrift
Hochschulschrift
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23
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English
23
Author
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Jin, Xin
2
Lütkepohl, Helmut
2
Maheu, John M.
2
Ahelegbey, Daniel Felix
1
Bianchi, Francesco
1
Billio, Monica
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Carriero, Andrea
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chib, Siddhartha
1
Clark, Todd E.
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Di Mari, Roberto
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Droumaguet, Matthieu
1
Dueker, Michael
1
George, Edward I.
1
Gospodinov, Nikolaj
1
Griffin, Jim E.
1
Herwartz, Helmut
1
Hoogerheide, Lennart
1
Kalli, Maria
1
Kole, Erik
1
Koop, Gary
1
Koopman, Siem Jan
1
Krüger, Daniel
1
Leon-Gonzalez, Roberto
1
Lkhagvasuren, Damba
1
Marcellino, Massimiliano
1
Min, Aleksey
1
Morley, James C.
1
Nagler, Thomas
1
Netšunajev, Aleksei
1
Ni, Shawn X.
1
Nonejad, Nima
1
Petrova, Katerina
1
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Journal of applied econometrics
Journal of econometrics
International journal of forecasting
31
Journal of forecasting
29
Energy economics
16
Economics letters
13
Applied economics
11
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Applied economics letters
8
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International review of financial analysis
6
Journal of banking & finance
6
Journal of empirical finance
6
Macroeconomic dynamics
6
International review of economics & finance : IREF
5
Risks : open access journal
5
Computational economics
4
Global finance journal
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of finance & economics : IJFE
4
Technological forecasting & social change : an international journal
4
The European journal of finance
4
Applied financial economics
3
International economic review
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific journal of risk and insurance : APJRI
2
Business economics : the journal of the National Association for Business Economists
2
East Asian economic review
2
Econometric reviews
2
Econometric theory
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ECONIS (ZBW)
23
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1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
4
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
5
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
6
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
7
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:
8
Bayesian nonparametric vector autoregressive models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
Saved in:
9
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
10
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
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