//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Mathematics of operations research"
~subject:"VAR model"
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:"algorithm"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Theorie
219
Theory
219
Bayes-Statistik
187
Bayesian inference
187
Mathematical programming
104
Mathematische Optimierung
104
Algorithm
95
Algorithmus
95
Estimation theory
91
Schätztheorie
91
Time series analysis
57
Zeitreihenanalyse
57
Kleinste-Quadrate-Methode
47
Least squares method
47
Forecasting model
45
Prognoseverfahren
45
Stochastic process
43
Stochastischer Prozess
43
Estimation
40
Markov chain
40
Markov-Kette
40
Schätzung
40
Regression analysis
34
Regressionsanalyse
34
VAR-Modell
33
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
approximation algorithms
28
Volatility
27
Volatilität
27
Modellierung
23
Scientific modelling
23
State space model
22
Zustandsraummodell
22
Tourenplanung
19
Vehicle routing problem
19
Game theory
18
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
33
Author
All
Koop, Gary
5
Carriero, Andrea
4
Marcellino, Massimiliano
4
Clark, Todd E.
3
Korobilis, Dimitris
3
Petrova, Katerina
3
Casarin, Roberto
2
Kapetanios, George
2
Pettenuzzo, Davide
2
Schorfheide, Frank
2
Arias, Jonas E.
1
Aruoba, S. Borağan
1
Bassetti, Federico
1
Bauwens, Luc
1
Billio, Monica
1
Bognanni, Mark
1
Canova, Fabio
1
Chan, Joshua
1
Chevillon, Guillaume
1
Ciccarelli, Matteo
1
Cimadomo, Jacopo
1
Cross, Jamie
1
Dellaportas, Petros
1
Dias, Gustavo Fruet
1
Giacomini, Raffaella
1
Giannone, Domenico
1
Griffin, Jim E.
1
Götz, Thomas B.
1
Hecq, Alain W. J.
1
Herbst, Edward P.
1
Herwartz, Helmut
1
Hou, Chenghan
1
Huber, Florian
1
Jarociński, Marek
1
Kalli, Maria
1
Kitagawa, Toru
1
Krampe, Jonas
1
Laurent, Sébastien
1
Lawford, Steve
1
Leisen, Fabrizio
1
more ...
less ...
Published in...
All
Journal of econometrics
Mathematics of operations research
Working paper
38
International journal of forecasting
32
Working paper series / European Central Bank
30
CAMA working paper series
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Discussion papers / CEPR
24
CESifo working papers
20
Discussion paper / Centre for Economic Policy Research
20
Federal Reserve Bank of Cleveland working paper series
19
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of applied econometrics
18
CAMA Working Paper
17
Discussion paper
17
Applied economics
16
ECB Working Paper
15
Journal of economic dynamics & control
15
Journal of forecasting
15
Economics letters
13
IMF working papers
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper series
13
Energy economics
12
International review of economics & finance : IREF
12
Journal of international money and finance
12
Discussion paper / Tinbergen Institute
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Econometric reviews
11
Macroeconomic dynamics
11
Strathclyde discussion papers in economics
10
Working paper series / Czech National Bank
10
Discussion papers / Adam Smith Business School, University of Glasgow
9
Documentos de trabajo / Banco de España
9
Journal of macroeconomics
9
Quantitative economics : QE ; journal of the Econometric Society
9
Sveriges Riksbank working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics letters
8
CESifo Working Paper Series
8
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
5
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:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10013441729
Saved in:
8
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Petrova, Katerina
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 154-182
Persistent link: https://www.econbiz.de/10013441926
Saved in:
9
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:
10
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->