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~person:"Billio, Monica"
~person:"Del Negro, Marco"
~person:"Hoogerheide, Lennart F."
~person:"Zhang, Xibin"
~subject:"Estimation theory"
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Search: subject:"Monte"
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Estimation theory
Bayes-Statistik
149
Bayesian inference
149
Theorie
75
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74
Prognoseverfahren
46
Forecasting model
44
Markov chain
42
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42
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41
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35
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31
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31
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28
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35
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Billio, Monica
Del Negro, Marco
Hoogerheide, Lennart F.
Zhang, Xibin
Koop, Gary
29
Schorfheide, Frank
29
Tsionas, Efthymios G.
18
Herbst, Edward P.
16
Pesaran, M. Hashem
16
Baltagi, Badi H.
15
Dufour, Jean-Marie
15
Fernández-Villaverde, Jesús
15
Kohn, Robert
15
Hong, Han
14
Kilian, Lutz
13
Chaturvedi, Anoop
12
Kitagawa, Toru
12
Lechner, Michael
12
Matlin, Ethan
12
Sarfati, Reca
12
Zhang, Xinyu
12
Ardia, David
11
Hortaçsu, Ali
11
Inoue, Atsushi
11
Koopman, Siem Jan
11
Magnus, Jan R.
11
Bresson, Georges
10
Huber, Martin
10
Robert, Christian P.
10
Shin, Minchul
10
Aßmann, Christian
9
Bauwens, Luc
9
Chan, Joshua
9
Chib, Siddhartha
9
De Luca, Giuseppe
9
Doppelhofer, Gernot
9
Herbst, Edward
9
Huber, Florian
9
Korobilis, Dimitris
9
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9
Martin, Gael M.
9
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9
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6
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1
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1
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1
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ECONIS (ZBW)
35
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1
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
2
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
3
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
Persistent link: https://www.econbiz.de/10012064996
Saved in:
6
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
This paper illustrates the usefulness of sequential
Monte
Carlo (SMC) methods in approximating DSGE model posterior …
Persistent link: https://www.econbiz.de/10012038824
Saved in:
7
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012220099
Saved in:
8
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
9
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
10
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
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