//--> //--> //--> //-->
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:"Strathclyde discussion papers in economics"
~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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:"Markov chain"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Stochastischer Prozess
Theorie
Bayes-Statistik
24
Bayesian inference
24
Theory
21
VAR model
15
VAR-Modell
15
Forecasting model
13
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
Markov chain
11
Markov-Kette
11
Monte-Carlo-Simulation
8
Estimation theory
6
Schätztheorie
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Bayesian
4
State space model
4
Zustandsraummodell
4
Cointegration
3
Kointegration
3
Phillips curve
3
Phillips-Kurve
3
Stochastic process
3
USA
3
United States
3
Bayesian VAR
2
Bayesian VARs
2
Economic forecast
2
Forecasting
2
Frühindikator
2
Leading indicator
2
Macroeconomic forecasting
2
Markov chain Monte Carlo
2
Nichtparametrisches Verfahren
2
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Book / Working Paper
12
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
22
Author
All
Koop, Gary
Chib, Siddhartha
7
Dijk, Herman K. van
7
Casarin, Roberto
6
Billio, Monica
5
Korobilis, Dimitris
5
Li, Yong
5
Yu, Jun
5
Carriero, Andrea
4
Gallant, A. Ronald
4
Huber, Florian
4
Jensen, Mark J.
4
Kohn, Robert
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Schorfheide, Frank
4
Steel, Mark F. J.
4
Timmermann, Allan
4
Chan, Joshua
3
Clark, Todd E.
3
Deschamps, Jean-Philippe
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Leon-Gonzalez, Roberto
3
Li, Junye
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
Strachan, Rodney W.
3
Tsionas, Efthymios G.
3
Zeng, Tao
3
Zhang, Xinyu
3
Bauwens, Luc
2
Calvet, Laurent E.
2
Diebold, Francis X.
2
Dufour, Jean-Marie
2
Eisenstat, Eric
2
Fernández, Carmen
2
Fisher, Mark
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
more ...
less ...
Institution
All
University of Strathclyde / Department of Economics
7
Published in...
All
Journal of econometrics
Strathclyde discussion papers in economics
Federal Reserve Bank of Cleveland working paper series
6
Discussion papers / University of Leicester, Department of Economics
4
Discussion paper / Tinbergen Institute
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CAMA Working Paper
2
CAMA working paper series
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / CEPR
2
Econometric exercises
2
Econometric reviews
2
European economic review : EER
2
FRB of Cleveland Working Paper
2
Finance working papers
2
International economic review
2
Staff reports / Federal Reserve Bank of New York
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
CAMP working paper series
1
CESifo working papers
1
CORE discussion paper : DP
1
Cambridge working papers in economics
1
Discussion paper series / IZA
1
FRB NY Staff Report
1
GRIPS discussion papers
1
JRC working papers in economics and finance
1
Journal of empirical finance
1
Journal of forecasting
1
Nonlinear time series analysis of business cycles
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
Working papers / Brandeis University, Department of Economics and International Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable
Markov
Chain
Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
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
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:
5
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:
6
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
7
Bayesian inference in the time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
8
Instrumental variable regression model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231272
Saved in:
9
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
10
Model uncertainty in panel vector autoregressive models
Koop, Gary
;
Korobilis, Dimitris
-
2014
Persistent link: https://www.econbiz.de/10010403255
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->