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~isPartOf:"Journal of econometrics"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Koop, Gary"
~person:"Zhang, Xinyu"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Markov chain"
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19
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Frühwirth-Schnatter, Sylvia
Koop, Gary
Zhang, Xinyu
Dijk, Herman K. van
7
Casarin, Roberto
6
Chib, Siddhartha
6
Billio, Monica
5
Li, Yong
5
Yu, Jun
5
Gallant, A. Ronald
4
Jensen, Mark J.
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4
Maheu, John M.
4
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4
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4
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4
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3
Korobilis, Dimitris
3
Li, Junye
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
Tsionas, Efthymios G.
3
Zeng, Tao
3
Bauwens, Luc
2
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2
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2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
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2
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2
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2
Hong, Han
2
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2
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2
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2
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Journal of econometrics
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
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2
European economic review : EER
2
International economic review
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Econometrics : open access journal
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ECONIS (ZBW)
16
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1
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
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
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:
4
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:
5
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
6
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
7
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:
8
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:
9
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
10
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
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