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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Strathclyde discussion papers in economics"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Stochastic volatility"
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Estimation theory
Prognoseverfahren
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Bayes-Statistik
164
Bayesian inference
164
Theorie
93
Theory
93
Forecasting model
45
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41
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Koop, Gary
16
Shin, Minchul
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Mitchell, James
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Ravazzolo, Francesco
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Chan, Joshua
3
Chib, Siddhartha
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3
Schorfheide, Frank
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Song, Dongho
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2
Chan, Joshua C. C.
2
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2
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2
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Loiza-Maya, Ruben
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Mumtaz, Haroon
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University of Strathclyde / Department of Economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Strathclyde discussion papers in economics
Working papers / Federal Reserve Bank of Philadelphia, Research Department
International journal of forecasting
108
Journal of econometrics
89
Discussion paper / Tinbergen Institute
56
Journal of forecasting
48
Working paper
34
Working paper / Department of Econometrics and Business Statistics, Monash University
33
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Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
3
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
4
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
5
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
6
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
7
A structural approach to combining external and DSGE model forecasts
Drautzburg, Thorsten
-
2023
Persistent link: https://www.econbiz.de/10014308077
Saved in:
8
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
9
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1849-1862
Persistent link: https://www.econbiz.de/10013540523
Saved in:
10
Uniform priors for impulse responses
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
; …
-
2022
Persistent link: https://www.econbiz.de/10013382295
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