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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Search: subject_exact:"Markov-Kette"
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Dynamische Wirtschaftstheorie
Monte Carlo simulation
Volatility
Zeitreihenanalyse
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
Decision
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Entscheidung
1
Estimation
1
Estimation theory
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Euler-Maruyama approximation
1
Forecasting model
1
Innovation diffusion
1
Innovationsdiffusion
1
Kapitaleinkommen
1
Kauf
1
Konsumentenverhalten
1
MCMC; Metropolis-Hastings
1
Marginal likelihood
1
Markov chain Monte Carlo
1
Maximum likelihood
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Arbeitspapier
Aufsatz im Buch
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8
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8
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Bonomelli, Marco
Chib, Siddhartha
Dijk, Herman K. van
18
Lütkepohl, Helmut
12
Frühwirth-Schnatter, Sylvia
11
Martin, Gael M.
11
Billio, Monica
10
Forbes, Catherine Scipione
10
Lux, Thomas
10
Bauwens, Luc
9
Koopman, Siem Jan
9
Robert, Christian P.
9
Bos, Charles S.
8
Kaufmann, Sylvia
8
Leon-Gonzalez, Roberto
8
Weber, Andrea
8
Winter-Ebmer, Rudolf
8
Zhang, Xibin
8
Chiarella, Carl
7
Dijk, Dick van
7
Dufays, Arnaud
7
Hoogerheide, Lennart
7
Korobilis, Dimitris
7
Omori, Yasuhiro
7
Pamminger, Christoph
7
Guérin, Pierre
6
Harding, Don
6
Kohn, Robert
6
Koop, Gary
6
Paap, Richard
6
Piger, Jeremy Max
6
Strachan, Rodney W.
6
Casarin, Roberto
5
Guidolin, Massimo
5
Gupta, Rangan
5
Huber, Florian
5
King, Maxwell L.
5
Kneib, Thomas
5
Krolzig, Hans-Martin
5
Maneesoonthorn, Worapree
5
Nakajima, Jouchi
5
Netšunajev, Aleksei
5
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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)
5
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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
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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