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~isPartOf:"Journal of econometrics"
~subject:"Markov-Kette"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Search: subject_exact:"Gibbs sampler"
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Markov-Kette
Stochastischer Prozess
Theory
Bayes-Statistik
174
Bayesian inference
174
Theorie
88
Estimation theory
54
Schätztheorie
54
Forecasting model
36
Prognoseverfahren
36
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36
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34
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104
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Koop, Gary
6
Carriero, Andrea
4
Casarin, Roberto
4
Dijk, Herman K. van
4
Gallant, A. Ronald
4
Jensen, Mark J.
4
Li, Yong
4
Marcellino, Massimiliano
4
Yu, Jun
4
Billio, Monica
3
Clark, Todd E.
3
Frühwirth-Schnatter, Sylvia
3
Kohn, Robert
3
Korobilis, Dimitris
3
Maheu, John M.
3
Pettenuzzo, Davide
3
Zhang, Xinyu
3
Chan, Joshua
2
Chib, Siddhartha
2
Deschamps, Jean-Philippe
2
Fisher, Mark
2
Fulop, Andras
2
Griffin, Jim E.
2
Hoogerheide, Lennart
2
Kalli, Maria
2
Kleibergen, Frank
2
Lahiri, Kajal
2
Li, Junye
2
Norets, Andriy
2
Pelenis, Justinas
2
Ravazzolo, Francesco
2
Rubio-Ramírez, Juan Francisco
2
Schorfheide, Frank
2
Timmermann, Allan
2
Waggoner, Daniel F.
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Zellner, Arnold
2
Zeng, Tao
2
Zha, Tao
2
Agudze, Komla M.
1
Ando, Tomohiro
1
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Journal of econometrics
Discussion paper / Tinbergen Institute
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
International journal of forecasting
65
European journal of operational research : EJOR
53
Econometric reviews
51
Journal of the American Statistical Association : JASA
43
Working paper
41
Journal of economic dynamics & control
36
Journal of economic theory
36
Journal of forecasting
36
Discussion papers / CEPR
35
Economic modelling
35
Insurance / Mathematics & economics
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Working papers
35
CAMA working paper series
34
Economics letters
32
Journal of applied econometrics
32
Econometrics : open access journal
26
Operations research
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of macroeconomics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Working paper series / European Central Bank
25
Computational economics
24
Discussion paper / Centre for Economic Policy Research
23
CESifo working papers
22
Federal Reserve Bank of Cleveland working paper series
22
International journal of production research
22
Working papers in economics and statistics
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Energy economics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
CAMA Working Paper
19
Discussion paper
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Econometric Institute research papers
18
NBER working paper series
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
104
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1
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
Saved in:
2
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:
3
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
Saved in:
4
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:
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
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:
7
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:
8
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:
9
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
Saved in:
10
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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