//--> //--> //--> //-->
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:"Casarin, Roberto"
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:"Carlo"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
89
Bayesian inference
89
Theorie
51
Theory
50
Prognoseverfahren
40
Forecasting model
37
Markov chain
33
Markov-Kette
33
Zeitreihenanalyse
30
Time series analysis
27
Statistische Verteilung
26
Statistical distribution
25
Modellierung
21
Scientific modelling
20
Sequential Monte Carlo
20
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Schätzung
17
Estimation
16
Density Forecast Combination
15
Survey Forecast
10
VAR model
10
VAR-Modell
10
Bayesian Inference
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel
9
Panel study
9
Bayesian Filtering
8
Autocorrelation
7
Autokorrelation
7
Frühindikator
7
GPU
7
Induktive Statistik
7
Leading indicator
7
Markov-switching
7
OECD countries
7
OECD-Staaten
7
Statistical inference
7
Density forecast combination
6
more ...
less ...
Online availability
All
Free
94
Undetermined
11
Type of publication
All
Book / Working Paper
94
Article
20
Type of publication (narrower categories)
All
Working Paper
49
Graue Literatur
43
Non-commercial literature
43
Arbeitspapier
42
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
97
Undetermined
17
Author
All
Casarin, Roberto
Koop, Gary
169
Marx, Karl
167
Dijk, Herman K. van
161
Ravazzolo, Francesco
136
Schorfheide, Frank
114
Koopman, Siem Jan
111
Tsionas, Efthymios G.
96
Kapetanios, George
85
Strachan, Rodney W.
72
Marcellino, Massimiliano
70
Hoogerheide, Lennart
68
Bauwens, Luc
65
Korobilis, Dimitris
65
Billio, Monica
64
Frühwirth-Schnatter, Sylvia
64
Pesaran, M. Hashem
64
Carriero, Andrea
61
Clark, Todd E.
61
Kaufmann, Sylvia
61
Robert, Christian P.
58
Kohn, Robert
55
Reed, W. Robert
54
Chan, Joshua
53
Huber, Florian
52
Chib, Siddhartha
50
Dufour, Jean-Marie
50
Österholm, Pär
49
Canova, Fabio
48
Leon-Gonzalez, Roberto
48
Gupta, Rangan
46
Paap, Richard
46
Bos, Charles S.
44
Del Negro, Marco
44
Joshi, Mark S.
44
Martin, Gael M.
44
McAleer, Michael
44
Crespo Cuaresma, Jesús
43
Havránek, Tomáš
43
Hoogerheide, Lennart F.
43
more ...
less ...
Institution
All
Dipartimento di Economia, Università Ca' Foscari Venezia
7
Tinbergen Instituut
4
Norges Bank
2
Université Paris-Dauphine (Paris IX)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
1
School of Economics and Management, University of Aarhus
1
Tinbergen Institute
1
more ...
less ...
Published in...
All
Working papers
18
Discussion paper / Tinbergen Institute
13
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
10
Tinbergen Institute Discussion Paper
7
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
7
Journal of econometrics
5
Tinbergen Institute Discussion Papers
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CAMP working paper series
3
Working paper / Norges Bank
3
Econometrics : open access journal
2
Economics Papers from University Paris Dauphine
2
Norges Bank Working Paper
2
Working Paper
2
Working Paper / Norges Bank
2
Annals of economics and statistics
1
Bozen economics & management paper series : BEMPS
1
CAMA working paper series
1
CREATES Research Papers
1
CREATES research paper
1
Ca' Foscari University of Venice Department of Economics Working Paper
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Energy economics
1
FRB of New York Staff Report
1
Growth and cycle in the Euro-zone
1
Journal of Econometrics
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Norges Bank Working Paper 11 | 2014
1
Norges Bank Working Paper 3 | 2015
1
Staff reports / Federal Reserve Bank of New York
1
Statistics and Econometrics Working Papers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 13-055/III
1
Tinbergen Institute Discussion Paper 2021-016/III
1
University Ca' Foscari of Venice, Department of Economics Research Paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
88
RePEc
19
EconStor
7
Showing
1
-
10
of
114
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Dynamic predictive density combinations for large data sets in economics and finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
Persistent link: https://www.econbiz.de/10011333448
Saved in:
4
Dynamic predictive density combinations for large data sets in economics and finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
combination weights are updated with parallel clustering and sequential Monte
Carlo
filters. The procedure is applied to predict …
Persistent link: https://www.econbiz.de/10011295701
Saved in:
5
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The Deco Matlab Toolbox
Casarin, Roberto
-
2015
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been implemented both for …
Persistent link: https://www.econbiz.de/10013035739
Saved in:
6
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been implemented both for …
Persistent link: https://www.econbiz.de/10014158534
Saved in:
7
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The DeCo MATLAB Toolbox
Casarin, Roberto
-
2015
parallel Sequential Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been …
Persistent link: https://www.econbiz.de/10013023309
Saved in:
8
Parallel sequential Monto
Carlo
for efficient density combination : the deco matlab toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009756320
Saved in:
9
Parallel sequential Monte
Carlo
for efficient density combination : the DeCo MATLAB toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2014
Persistent link: https://www.econbiz.de/10010388765
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->