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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"VAR-Modell"
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Search: subject_exact:"Posterior distribution"
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Prognoseverfahren
Stochastic process
VAR-Modell
Bayes-Statistik
64
Bayesian inference
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Theorie
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Theory
24
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21
Schätztheorie
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Martin, Gael M.
17
Forbes, Catherine Scipione
9
Maneesoonthorn, Worapree
9
Frazier, David T.
7
Loiza-Maya, Ruben
5
Panagiotelis, Anastasios
4
Hyndman, Rob J.
3
McCabe, Brendan Peter Martin
3
Athanasopoulos, George
2
Jiang, Bin
2
Vahid, Farshid
2
Wright, Jill
2
Eckert, Florian
1
Grose, Simone D.
1
Huber, Florian
1
Koo, Bonsoo
1
Koop, Gary
1
Leung, Patrick
1
Maheu, John M.
1
McCabe, Brendon P. M.
1
Nibbering, Didier
1
Robert, Christian P.
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
101
Journal of econometrics
68
Discussion paper / Tinbergen Institute
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Journal of forecasting
49
Working paper
48
Working paper series / European Central Bank
38
CAMA working paper series
37
Econometric reviews
31
Federal Reserve Bank of Cleveland working paper series
28
Discussion papers / CEPR
27
Discussion paper / Centre for Economic Policy Research
26
Journal of applied econometrics
26
Economic modelling
25
CESifo working papers
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Energy economics
23
European journal of operational research : EJOR
23
Working paper / Norges Bank
23
CAMA Working Paper
21
Journal of economic dynamics & control
21
Economics letters
19
Applied economics
18
Discussion paper
17
ECB Working Paper
17
IMF working papers
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working papers
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Insurance / Mathematics & economics
15
Quantitative economics : QE ; journal of the Econometric Society
15
Computational economics
14
Discussion papers / Adam Smith Business School, University of Glasgow
14
Econometrics : open access journal
14
Journal of international money and finance
14
Journal of macroeconomics
14
Macroeconomic dynamics
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Working paper series
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
14
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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2
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
7
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
8
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
9
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
10
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
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