//--> //--> //--> //-->
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
~person:"Billio, Monica"
~subject:"Regressionsanalyse"
~subject:"Sequential Monte Carlo"
~subject:"Statistical inference"
~subject:"VAR-Modell"
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:"Monte"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Sequential Monte Carlo
Statistical inference
VAR-Modell
Bayes-Statistik
49
Bayesian inference
47
Markov chain
21
Markov-Kette
21
Modellierung
19
Prognoseverfahren
18
Scientific modelling
18
Theorie
18
Theory
18
Zeitreihenanalyse
18
Forecasting model
16
Time series analysis
16
Density Forecast Combination
11
Schätzung
10
Survey Forecast
10
Estimation
9
Statistische Verteilung
9
Bayesian Filtering
8
Statistical distribution
8
VAR model
8
Autocorrelation
7
Autokorrelation
7
Frühindikator
7
Leading indicator
7
OECD countries
7
OECD-Staaten
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Induktive Statistik
5
Regression analysis
5
1949-2011
4
ARCH model
4
ARCH-Modell
4
Bayesian filtering
4
Financial crisis
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
22
Undetermined
3
Type of publication
All
Book / Working Paper
23
Article
7
Type of publication (narrower categories)
All
Working Paper
9
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
23
Undetermined
7
Author
All
Billio, Monica
Koop, Gary
80
Marcellino, Massimiliano
56
Carriero, Andrea
51
Casarin, Roberto
41
Clark, Todd E.
40
Korobilis, Dimitris
40
Huber, Florian
37
Österholm, Pär
36
Chan, Joshua
31
Schorfheide, Frank
31
Dijk, Herman K. van
29
Hamilton, James D.
26
Strachan, Rodney W.
26
Baumeister, Christiane
25
Gupta, Rangan
25
Kapetanios, George
25
Ravazzolo, Francesco
24
Poon, Aubrey
23
Canova, Fabio
20
Giannone, Domenico
20
Ley, Eduardo
20
Kneib, Thomas
19
Kilian, Lutz
18
Lang, Stefan
17
Pesaran, M. Hashem
17
Woitek, Ulrich
17
Ciccarelli, Matteo
16
Mumtaz, Haroon
15
Steel, Mark F. J.
15
Theodoridis, Konstantinos
15
Benati, Luca
14
Karlsson, Sune
14
Kitagawa, Toru
14
Pfarrhofer, Michael
14
Gambetti, Luca
13
Inoue, Atsushi
13
Mitchell, James
13
Aastveit, Knut Are
12
Comunale, Mariarosaria
12
more ...
less ...
Institution
All
Tinbergen Instituut
3
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Norges Bank
1
Tinbergen Institute
1
Published in...
All
Tinbergen Institute Discussion Papers
4
Working papers
4
Tinbergen Institute Discussion Paper
3
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
3
Discussion paper / Tinbergen Institute
2
Journal of econometrics
2
Annals of economics and statistics
1
Growth and cycle in the Euro-zone
1
Journal of Econometrics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
University Ca' Foscari of Venice, Department of Economics Research Paper
1
Working Paper / Norges Bank
1
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
RePEc
7
EconStor
3
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian Graphical Models for Structural Vector Autoregressive Processes
Ahelegbey, Daniel Felix
-
2014
represented by two different graphs. We also provide an efficient Markov chain
Monte
Carlo algorithm to estimate jointly the two …
Persistent link: https://www.econbiz.de/10013064757
Saved in:
2
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
3
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009724346
Saved in:
4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
5
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
6
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
7
Sparse Graphical Vector Autoregression : A Bayesian Approach
Ahelegbey, Daniel Felix
-
2019
model, and provide an efficient Markov chain
Monte
Carlo procedure. The efficiency of the proposed approach is showed on …
Persistent link: https://www.econbiz.de/10012904383
Saved in:
8
Bayesian Markov Switching Tensor Regression For Time-Varying Networks
Billio, Monica
-
2018
We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) of binary time series. We assume a zero-inflated logit dynamics with time-varying parameters and apply it to multi-layer temporal networks. The original contribution is threefold. First, in order...
Persistent link: https://www.econbiz.de/10012917228
Saved in:
9
Bayesian Dynamic Tensor Regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
combined with
Monte
Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with …
Persistent link: https://www.econbiz.de/10014113407
Saved in:
10
Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR)
Billio, Monica
-
2017
Seemingly unrelated regression (SUR) models are useful in studying the interactions among different variables. In a high dimensional setting or when applied to large panel of time series, these models require a large number of parameters to be estimated and suffer of inferential problems.To...
Persistent link: https://www.econbiz.de/10012968298
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->