//--> //--> //-->
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:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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:"Markovsche Kette"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
VAR-Modell
Markov chain
24
Markov-Kette
24
Estimation
13
Schätzung
13
USA
10
United States
10
Theorie
9
Theory
9
Time series analysis
7
Zeitreihenanalyse
7
Bayes-Statistik
6
Bayesian inference
6
Börsenkurs
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Share price
6
VAR model
4
Stochastic process
3
Stochastischer Prozess
3
Causality analysis
2
Financial crisis
2
Finanzkrise
2
Großbritannien
2
Kausalanalyse
2
Nichtlineare Regression
2
Nonlinear regression
2
Structural break
2
Strukturbruch
2
United Kingdom
2
1953-2014
1
1959-2012
1
1984-2009
1
2007-2013
1
2010-2011
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Arbeitsmarktintegration
1
Asymmetric information
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Hochschulschrift
Thesis
Article in journal
5
Language
All
English
5
Author
All
Ahelegbey, Daniel Felix
1
Billio, Monica
1
Casarin, Roberto
1
Droumaguet, Matthieu
1
Gospodinov, Nikolaj
1
Lkhagvasuren, Damba
1
Lütkepohl, Helmut
1
Netšunajev, Aleksei
1
Nonejad, Nima
1
Warne, Anders
1
Woźniak, Tomasz
1
more ...
less ...
Published in...
All
Journal of applied econometrics
International journal of forecasting
31
Journal of forecasting
28
Journal of econometrics
18
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
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
3
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Saved in:
4
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
5
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->