//--> //--> //--> //-->
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:"Chan, Joshua"
~person:"Johansen, Soren"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Scientific modelling"
~subject:"Time series analysis"
~subject:"automatic differentiation"
~type_genre:"Non-commercial literature"
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_exact:"VARMA model"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Cointegration
Scientific modelling
Time series analysis
automatic differentiation
VAR model
16
VAR-Modell
16
Bayes-Statistik
13
Bayesian inference
13
Zeitreihenanalyse
12
Forecasting model
9
Prognoseverfahren
9
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
stochastic volatility
5
Estimation theory
4
Schätztheorie
4
vector autoregression
4
State space model
3
Zustandsraummodell
3
forecasting
3
marginal likelihood
3
ARMA model
2
ARMA-Modell
2
Bayesian model comparison
2
Business cycle
2
Correlation
2
Factor analysis
2
Faktorenanalyse
2
Konjunktur
2
Korrelation
2
Modellierung
2
USA
2
United States
2
large vector autoregression
2
optimal hyperparameters
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
13
Aufsatz in Zeitschrift
13
Graue Literatur
13
Arbeitspapier
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
13
Author
All
Chan, Joshua
Johansen, Soren
Lütkepohl, Helmut
63
Koop, Gary
31
Marcellino, Massimiliano
30
Johansen, Søren
27
Nielsen, Morten Ørregaard
24
Saikkonen, Pentti
21
Jusélius, Katarina
19
Trenkler, Carsten
17
Carriero, Andrea
14
Dijk, Herman K. van
13
Clark, Todd E.
12
Korobilis, Dimitris
12
Mitchell, James
12
Strachan, Rodney W.
12
Hecq, Alain W. J.
11
Huber, Florian
11
Schorfheide, Frank
11
Theodoridis, Konstantinos
11
Brüggemann, Ralf
10
Guillén, Osmani Teixeira de Carvalho
10
Mumtaz, Haroon
10
Pesaran, M. Hashem
10
Assenmacher-Wesche, Katrin
9
Canova, Fabio
9
Giannone, Domenico
9
Issler, João Victor
9
Kapetanios, George
9
Krolzig, Hans-Martin
9
Lanne, Markku
9
Nielsen, Bent
9
Vahid, Farshid
9
Weber, Enzo
9
Athanasopoulos, George
8
Benati, Luca
8
Casarin, Roberto
8
Engsted, Tom
8
Malley, James R.
8
Matthes, Christian
8
Ravazzolo, Francesco
8
more ...
less ...
Published in...
All
CAMA working paper series
12
Strathclyde discussion papers in economics
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
2
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
3
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
4
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
7
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
10
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->