//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
25
Markov-Kette
25
Estimation
13
Schätzung
13
Theorie
10
Theory
10
USA
10
United States
10
Bayes-Statistik
7
Bayesian inference
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
6
Share price
6
Stochastic process
4
Stochastischer Prozess
4
VAR model
4
VAR-Modell
4
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
Volatility
2
Volatilität
2
mixture models
2
1953-2014
1
1959-2012
1
1984-2009
1
2007-2013
1
2010-2011
1
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Psaradakis, Zacharias G.
3
Sola, Martin
3
Spagnolo, Fabio
2
Ahelegbey, Daniel Felix
1
Amisano, Gianni
1
Bai, Jushan
1
Billio, Monica
1
Casarin, Roberto
1
Chib, Siddhartha
1
Davig, Troy
1
Droumaguet, Matthieu
1
Everaert, Gerdie
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Geweke, John
1
Gospodinov, Nikolaj
1
Goulet Coulombe, Philippe
1
Heinen, Florian
1
Hur, Joonyoung
1
Jacobi, Liana
1
Kaufmann, Hendrik
1
Kim, Chang-jin
1
Laudicella, Mauro
1
Li Donni, Paolo
1
Lkhagvasuren, Damba
1
Lütkepohl, Helmut
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Morley, James C.
1
Netšunajev, Aleksei
1
Nonejad, Nima
1
Nyholm, Ken
1
Pamminger, Christoph
1
Piger, Jeremy Max
1
Pozzi, Lorenzo
1
Ravn, Morten O.
1
Schoonackers, Ruben
1
Sibbertsen, Philipp
1
Smith, Penelope A.
1
Song, Yong
1
more ...
less ...
Published in...
All
Journal of applied econometrics
European journal of operational research : EJOR
212
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
70
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
54
Applied economics
52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamic interdependence in the demand of primary and emergency secondary care : a hidden Markov approach
Laudicella, Mauro
;
Li Donni, Paolo
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 521-536
Persistent link: https://www.econbiz.de/10013186697
Saved in:
2
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
5
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:
6
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
7
Monetary policy and asset prices : a Markov‐switching DSGE approach
Hur, Joonyoung
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 965-982
Persistent link: https://www.econbiz.de/10011862297
Saved in:
8
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:
9
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:
10
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->