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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Decision"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Search: subject_exact:"Markov-Kette"
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Decision
Dynamische Wirtschaftstheorie
Monte Carlo simulation
Volatility
Markov chain
9
Markov-Kette
9
Theorie
6
Theory
6
Stochastic process
5
Stochastischer Prozess
5
Bayes-Statistik
4
Bayesian inference
4
Monte-Carlo-Simulation
3
Nichtlineare Regression
2
Nonlinear regression
2
Simulation
2
Stochastic volatility
2
Volatilität
2
1991-1993
1
Autocorrelation
1
Autokorrelation
1
Bayes estimation
1
Bayesian inference;
1
Capital income
1
Consumer behaviour
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
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Entscheidung
1
Estimation
1
Estimation theory
1
Euler-Maruyama approximation
1
Forecasting model
1
Innovation diffusion
1
Innovationsdiffusion
1
Kapitaleinkommen
1
Kauf
1
Konsumentenverhalten
1
MCMC; Metropolis-Hastings
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1
Markov chain Monte Carlo
1
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Arbeitspapier
Aufsatz im Buch
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8
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8
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6
Author
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Bonomelli, Marco
Chib, Siddhartha
Dijk, Herman K. van
16
Frühwirth-Schnatter, Sylvia
11
Martin, Gael M.
11
Forbes, Catherine Scipione
9
Koopman, Siem Jan
9
Lux, Thomas
9
Lütkepohl, Helmut
9
Robert, Christian P.
9
Leon-Gonzalez, Roberto
8
Weber, Andrea
8
Winter-Ebmer, Rudolf
8
Zhang, Xibin
8
Bauwens, Luc
7
Chiarella, Carl
7
Hoogerheide, Lennart
7
Korobilis, Dimitris
7
Omori, Yasuhiro
7
Pamminger, Christoph
7
Bos, Charles S.
6
Kaufmann, Sylvia
6
Koop, Gary
6
Strachan, Rodney W.
6
Huber, Florian
5
King, Maxwell L.
5
Kneib, Thomas
5
Kohn, Robert
5
Maneesoonthorn, Worapree
5
Nakajima, Jouchi
5
Villani, Mattias
5
Canova, Fabio
4
Chopin, Nicolas
4
Ciccarelli, Matteo
4
Dijk, Dick van
4
Dufays, Arnaud
4
Fischer, Manfred M.
4
Hauzenberger, Niko
4
Kang, Boda
4
Liu, Ruipeng
4
McAleer, Michael
4
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Econometric models in marketing
1
Handbook of econometrics ; Vol. 5
1
Mathematical finance
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
1
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ECONIS (ZBW)
6
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1
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
2
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:
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
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
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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