//--> //--> //-->
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 forecasting"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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:"MCMC"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Monte-Carlo-Simulation
Bayes-Statistik
56
Bayesian inference
56
Forecasting model
46
Prognoseverfahren
46
Theorie
36
Theory
36
Time series analysis
23
Zeitreihenanalyse
23
VAR model
14
VAR-Modell
14
Estimation
13
Schätzung
13
Markov chain
9
Markov-Kette
9
Modellierung
9
Scientific modelling
9
Volatility
7
Volatilität
7
Economic forecast
6
Regression analysis
6
Regressionsanalyse
6
Stochastic process
6
Stochastischer Prozess
6
Wirtschaftsprognose
6
Frühindikator
5
Leading indicator
5
Monte Carlo simulation
5
Risikomaß
5
Risk measure
5
Schätztheorie
5
State space model
5
Zustandsraummodell
5
stochastic volatility
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Dynamic equilibrium
4
Dynamisches Gleichgewicht
4
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Language
All
English
10
Author
All
Ardia, David
1
Berninger, Christoph
1
Breidt, F. Jay
1
Chen, Cathy W. S.
1
Gaskell, Paul
1
Gerlach, Richard
1
Hsu, Nan-jung
1
Huang, Tara F. J.
1
Kolkiewicz, Adam W.
1
Kolly, Jeremy
1
Leippold, Markus
1
Lewis, Kurt F.
1
Lin, Edward M. H.
1
Lopes, Hedibert Freitas
1
McGroarty, Frank
1
Men, Zhongxian
1
Rügamer, David
1
Stöcker, Almond
1
Tiropanis, Thanassis
1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
1
Wang, Chao
1
Whiteman, Charles H.
1
Wirjanto, Tony S.
1
Yang, Hanlin
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
International journal of forecasting
23
Journal of applied econometrics
22
Economics letters
21
Journal of the American Statistical Association : JASA
20
Econometric reviews
19
Economic modelling
18
European journal of operational research : EJOR
17
Computational economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
13
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
13
Quantitative economics : QE ; journal of the Econometric Society
13
Econometrics : open access journal
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of risk and financial management : JRFM
10
The econometrics journal
10
Finance research letters
9
International journal of production research
9
Statistics in transition : an international journal of the Polish Statistical Association
9
Central European journal of economic modelling and econometrics
8
Energy economics
8
Journal of management : JOM
8
Regional science & urban economics
8
Journal of productivity analysis
7
Quantitative marketing and economics : QME
7
Risks : open access journal
7
Applied economics
6
Applied economics letters
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of quantitative economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
European economic review : EER
5
Journal of marketing research
5
Macroeconomic dynamics
5
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
4
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
5
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
6
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
7
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
8
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.
;
Whiteman, Charles H.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
Saved in:
9
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
10
Bayesian analysis of fragtionally integrated ARMA with additive noise
Hsu, Nan-jung
;
Breidt, F. Jay
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 491-514
Persistent link: https://www.econbiz.de/10001836487
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->