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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
Monte Carlo simulation
Volatility
Markov chain
13
Markov-Kette
13
Theorie
12
Theory
12
Monte-Carlo-Simulation
10
Bayes-Statistik
3
Bayesian inference
3
Stochastic process
3
Stochastischer Prozess
3
Volatilität
2
1991-1993
1
Bildungsertrag
1
Capital income
1
Consumer behaviour
1
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Dynamic equilibrium
1
Dynamisches Gleichgewicht
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Entscheidung
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Estimation
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Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Kapitaleinkommen
1
Kauf
1
Konsumentenverhalten
1
Markov Chain Monte Carlo method
1
Modellierung
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtlineare Regression
1
Nonlinear regression
1
Portfolio selection
1
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Article in journal
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8
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11
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Bonomelli, Marco
Chib, Siddhartha
Tsionas, Efthymios G.
17
Li, Yong
10
Chen, Cathy W. S.
9
Gerlach, Richard
8
Gupta, Rangan
8
Ma, Feng
8
Elliott, Robert J.
7
Siu, Tak Kuen
7
Yu, Jun
7
Chevallier, Julien
6
Dimitrakopoulos, Stefanos
6
Frühwirth-Schnatter, Sylvia
6
Lee, Hsiang-Tai
6
Nguyen, Duy
6
So, Mike Ka-pui
6
Dijk, Herman K. van
5
Goutte, Stéphane
5
Hammoudeh, Shawkat
5
Kakamu, Kazuhiko
5
Kirkby, J. Lars
5
Lin, Shih-kuei
5
Omori, Yasuhiro
5
Otranto, Edoardo
5
Polson, Nicholas G.
5
Sass, Jörn
5
Serletis, Apostolos
5
Shevchenko, Pavel V.
5
Shi, Yanlin
5
Wang, Chao
5
Xu, Libo
5
Zhang, Xibin
5
Bauwens, Luc
4
Casarin, Roberto
4
Chan, Leunglung
4
Chang, Kuang-Liang
4
Chiarella, Carl
4
Cui, Zhenyu
4
Dufays, Arnaud
4
Ji, Qiang
4
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Journal of econometrics
6
Handbook of econometrics ; Vol. 5
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
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ECONIS (ZBW)
11
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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
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
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
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
5
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
6
Semiparametric Bayes analysis of longitudinal data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 67-89
Persistent link: https://www.econbiz.de/10001689443
Saved in:
7
Markov chain Monte Carlo analysis of correlated count data
Chib, Siddhartha
;
Winkelmann, Rainer
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 428-435
Persistent link: https://www.econbiz.de/10001646360
Saved in:
8
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
9
Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
Saved in:
10
Estimation and comparison of multiple change-point models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
Saved in:
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