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~isPartOf:"Journal of econometrics"
~person:"Koop, Gary"
~person:"Li, Yong"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Markov chain"
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Monte Carlo simulation
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13
Bayes-Statistik
12
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Markov chain
11
Markov-Kette
11
Monte-Carlo-Simulation
9
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6
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5
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Aufsatz in Zeitschrift
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Koop, Gary
Li, Yong
Dijk, Herman K. van
7
Casarin, Roberto
6
Chib, Siddhartha
6
Billio, Monica
5
Yu, Jun
5
Gallant, A. Ronald
4
Jensen, Mark J.
4
Kohn, Robert
4
Maheu, John M.
4
Schorfheide, Frank
4
Steel, Mark F. J.
4
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Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Korobilis, Dimitris
3
Li, Junye
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
Tsionas, Efthymios G.
3
Zeng, Tao
3
Zhang, Xinyu
3
Bauwens, Luc
2
Carriero, Andrea
2
Chan, Joshua
2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
Dufour, Jean-Marie
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Fernández, Carmen
2
Fisher, Mark
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Han
2
Hoogerheide, Lennart
2
Jin, Xin
2
Kalli, Maria
2
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Journal of econometrics
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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
Economic modelling
2
European economic review : EER
2
International economic review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Annals of economics and finance
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Applied economics letters
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Econometric reviews
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ECONIS (ZBW)
15
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1
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10
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15
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
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 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:
5
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:
6
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
7
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
8
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
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
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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