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~isPartOf:"Journal of econometrics"
~subject:"Markov-Kette"
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
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Search: subject_exact:"Gibbs sampler"
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Markov-Kette
Monte-Carlo-Simulation
Theory
Bayes-Statistik
174
Bayesian inference
174
Theorie
88
Estimation theory
54
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54
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102
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Koop, Gary
6
Casarin, Roberto
5
Dijk, Herman K. van
5
Billio, Monica
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Gallant, A. Ronald
4
Jensen, Mark J.
4
Li, Yong
4
Yu, Jun
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Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
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Kohn, Robert
3
Korobilis, Dimitris
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Li, Junye
3
Maheu, John M.
3
Pettenuzzo, Davide
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Ravazzolo, Francesco
3
Schorfheide, Frank
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2
Chan, Joshua
2
Fisher, Mark
2
Griffin, Jim E.
2
Hoogerheide, Lennart
2
Kalli, Maria
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Kleibergen, Frank
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Lahiri, Kajal
2
Marcellino, Massimiliano
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Norets, Andriy
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Timmermann, Allan
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Zha, Tao
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1
Ando, Tomohiro
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Aruoba, S. Borağan
1
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1
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Journal of econometrics
Discussion paper / Tinbergen Institute
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
International journal of forecasting
71
European journal of operational research : EJOR
52
Econometric reviews
47
Journal of the American Statistical Association : JASA
43
Journal of applied econometrics
38
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Working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
37
Discussion papers / CEPR
36
Economic modelling
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Journal of economic dynamics & control
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Journal of economic theory
35
Journal of forecasting
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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CAMA working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of macroeconomics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Operations research
25
Computational economics
24
Working paper series / European Central Bank
24
Working papers in economics and statistics
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Discussion paper / Centre for Economic Policy Research
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International journal of production research
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CESifo working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Energy economics
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Federal Reserve Bank of Cleveland working paper series
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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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
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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
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:
4
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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
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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
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7
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
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8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
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9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
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
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