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~isPartOf:"Mathematics of operations research"
~subject:"Zustandsraummodell"
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Search: subject:"algorithm"
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Zustandsraummodell
Theorie
219
Theory
219
Bayes-Statistik
187
Bayesian inference
187
Mathematical programming
104
Mathematische Optimierung
104
Algorithm
95
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95
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57
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approximation algorithms
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Creal, Drew
2
Fulop, Andras
2
Gallant, A. Ronald
2
Kohn, Robert
2
Koop, Gary
2
Li, Junye
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Bitto, Angela
1
Chib, Siddhartha
1
Cross, Jamie
1
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1
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1
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1
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1
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1
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1
Heng, Jeremy
1
Herbst, Edward P.
1
Ho, Paul
1
Hong, Han
1
Hou, Chenghan
1
Khwaja, Ahmed
1
Kim, Chang-jin
1
Korobilis, Dimitris
1
Liu, Hening
1
Lopes, Hedibert Freitas
1
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1
Maneesoonthorn, Worapree
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Martin, Gael M.
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Oh, Kum Hwa
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Omori, Yasuhiro
1
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1
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Journal of econometrics
Mathematics of operations research
Discussion paper / Tinbergen Institute
21
CAMA working paper series
17
International journal of forecasting
11
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economic modelling
9
Journal of forecasting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of economic dynamics & control
7
Economics letters
6
Econometric reviews
5
Journal of applied econometrics
5
CESifo working papers
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Econometrics : open access journal
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Finance and economics discussion series
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International review of financial analysis
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Journal of macroeconomics
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The econometrics journal
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Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ANU working papers in economics and econometrics
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CAMP working paper series
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CREATES research paper
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Central Bank review / Central Bank of the Republic of Turkey
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Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
22
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22
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1
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
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
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
4
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
5
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
6
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
7
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
8
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
9
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
10
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald
;
Hong, Han
;
Khwaja, Ahmed
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
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