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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Kakamu, Kazuhiko"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Markov chain"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
Markov chain
Monte Carlo simulation
Volatility
Markov-Kette
6
Theorie
4
Theory
4
Monte-Carlo-Simulation
3
Bayes-Statistik
2
Bayesian inference
2
1979-2003
1
1991-1993
1
Arbeitsteilung
1
Capital income
1
Consumer behaviour
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1
Division of labor
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Estimation theory
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Gibbs sampler
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Regionale Konjunktur
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Schätztheorie
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Sharpe ratio
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Stochastic dominance
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Stochastic process
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Stochastic volatility
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Bonomelli, Marco
Chib, Siddhartha
Kakamu, Kazuhiko
Blagov, Boris
4
Crépey, Stéphane
4
Guidolin, Massimo
4
Herbertsson, Alexander
4
Josephson, Jens
4
Sladký, Karel
4
Bielecki, Tomasz R.
3
Chauvet, Marcelle
3
Matros, Alexander
3
Nielsen, Steen
3
Sass, Jörn
3
Waldmann, Karl-Heinz
3
Amstad, Marlene
2
Aoki, Masanao
2
Balbus, Lukasz
2
Barz, Christiane
2
Billio, Monica
2
Bode, Eckhardt
2
Chang, Yanling
2
Chiarella, Carl
2
Ciecka, James E.
2
Cui, Lirong
2
D'Amico, Guglielmo
2
De Feyter, Tim
2
Eibelshäuser, Steffen
2
Erera, Alan L.
2
Fiaschi, Davide
2
Gershwin, Stanley B.
2
Geweke, John
2
Guerry, Marie-Anne
2
Huang, Wayne W.
2
Janssen, Jacques
2
Jaśkiewicz, Anna
2
Johannes, Michael
2
Jongeneel, Roelof A.
2
Kang, Boda
2
Lavezzi, Andrea Mario
2
Lewis, Michael
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Econometric models in marketing
1
Handbook of econometrics ; Vol. 5
1
Handbook of regional economics
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
1
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ECONIS (ZBW)
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1
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
2
A Bayesian stochastic frontier model with endogenous regressors : an application to the effect of division of labor in Japanese water supply organizations
Nakamura, Eri
;
Urakami, Takuya
;
Kakamu, Kazuhiko
-
2019
Persistent link: https://www.econbiz.de/10012244165
Saved in:
3
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
Saved in:
4
Estimation of regional business cycle in Japan using Bayesian panel spatial autoregressive probit model
Kakamu, Kazuhiko
;
Wago, Hajime
;
Tanizaki, Hisashi
- In:
Handbook of regional economics
,
(pp. 555-571)
.
2009
Persistent link: https://www.econbiz.de/10008841519
Saved in:
5
Analysis of multi-category purchase incidence decisions using IRI market basket data
Chib, Siddhartha
;
Seetharaman, P. B.
;
Strijnev, Andrei
- In:
Econometric models in marketing
,
(pp. 57-92)
.
2002
Persistent link: https://www.econbiz.de/10001657506
Saved in:
6
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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