//--> //--> //-->
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:"State space model"
~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
State space model
Bayes-Statistik
57
Bayesian inference
57
Forecasting model
47
Prognoseverfahren
47
Theorie
36
Theory
36
Time series analysis
23
Zeitreihenanalyse
23
VAR model
14
VAR-Modell
14
Estimation
13
Schätzung
13
Modellierung
10
Scientific modelling
10
Markov chain
9
Markov-Kette
9
Regression analysis
7
Regressionsanalyse
7
Volatility
7
Volatilität
7
Economic forecast
6
Schätztheorie
6
Stochastic process
6
Stochastischer Prozess
6
Wirtschaftsprognose
6
Frühindikator
5
Leading indicator
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
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
5
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
9
Language
All
English
9
Author
All
Ardia, David
1
Breidt, F. Jay
1
Chin, Kuo-Hsuan
1
Freeman, G.
1
Galakis, John
1
Gaskell, Paul
1
Hsu, Nan-jung
1
Kolkiewicz, Adam W.
1
Kolly, Jeremy
1
Leippold, Markus
1
Lopes, Hedibert Freitas
1
McGroarty, Frank
1
Men, Zhongxian
1
Panopulu, Aikaterinē
1
Smith, Jim Q.
1
Tiropanis, Thanassis
1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wirjanto, Tony S.
1
Yang, Hanlin
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International journal of forecasting
21
Economics letters
19
Economic modelling
17
Journal of applied econometrics
15
Journal of economic dynamics & control
15
Journal of the American Statistical Association : JASA
15
Econometric reviews
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Quantitative economics : QE ; journal of the Econometric Society
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometrics : open access journal
11
European journal of operational research : EJOR
10
Computational economics
9
Insurance / Mathematics & economics
9
The econometrics journal
9
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
International journal of production research
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Energy economics
6
Finance research letters
6
Journal of management : JOM
6
Journal of quantitative economics
6
Applied economics letters
5
Central European journal of economic modelling and econometrics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of finance & economics : IJFE
5
Journal of economic surveys
5
Journal of empirical finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of macroeconomics
5
Macroeconomic dynamics
5
Quantitative marketing and economics : QME
5
Applied economics
4
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European economic review : EER
4
Journal of marketing research : JMR
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
3
Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
Saved in:
4
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:
5
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:
6
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:
7
Distributional Kalman filters for Bayesian forecasting and closed form recurrences
Smith, Jim Q.
;
Freeman, G.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10009233908
Saved in:
8
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:
9
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...
//-->