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~person:"Chan, Joshua"
~person:"Polasek, Wolfgang"
~subject:"ARMA model"
~subject:"Schätztheorie"
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Search: subject_exact:"Bayes-Statistik"
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ARMA model
Schätztheorie
Bayes-Statistik
72
Bayesian inference
69
Time series analysis
34
Zeitreihenanalyse
34
Theorie
31
Theory
31
VAR model
31
VAR-Modell
31
Schätzung
30
Estimation
28
Stochastic process
26
Stochastischer Prozess
26
Volatilität
23
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22
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15
Prognoseverfahren
15
State space model
15
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15
Bayesian model comparison
13
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United States
11
Estimation theory
10
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7
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7
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5
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Statistical distribution
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4
ARCH-Modell
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ARMA-Modell
4
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4
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Chan, Joshua
Polasek, Wolfgang
Koop, Gary
29
Schorfheide, Frank
19
Tsionas, Efthymios G.
16
Bauwens, Luc
13
Fernández-Villaverde, Jesús
13
Kohn, Robert
13
Zhang, Xibin
13
Aßmann, Christian
12
Chaturvedi, Anoop
12
Del Negro, Marco
11
Matlin, Ethan
11
Robert, Christian P.
11
Sarfati, Reca
11
Zhang, Xinyu
11
Ardia, David
10
Doppelhofer, Gernot
10
Shin, Minchul
10
Baltagi, Badi H.
9
Bresson, Georges
9
Herbst, Edward P.
9
Hong, Han
9
Huber, Florian
9
Kilian, Lutz
9
Lacroix, Guy
9
Lang, Stefan
9
Martin, Gael M.
9
Boysen-Hogrefe, Jens
8
Chamberlain, Gary
8
Dufays, Arnaud
8
Guerrón-Quintana, Pablo A.
8
Inoue, Atsushi
8
Korobilis, Dimitris
8
Pesaran, M. Hashem
8
Rubio-Ramírez, Juan Francisco
8
Simoni, Anna
8
Weeks, Melvyn
8
Allenby, Greg M.
7
Canova, Fabio
7
Frazier, David T.
7
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WWZ discussion papers
5
CAMA working paper series
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Strathclyde discussion papers in economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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ECONIS (ZBW)
12
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1
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
2
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
3
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:
4
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
6
An alternate parpameterization for Bayesian nonparametric/semiparametric regression
Tobias, Justin L.
;
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012244166
Saved in:
7
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
8
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang
;
Pai, Jeffrey
-
1998
Persistent link: https://www.econbiz.de/10001372542
Saved in:
9
Variance diagnostics for classical and Bayesian linear regression
Polasek, Wolfgang
-
1993
Persistent link: https://www.econbiz.de/10000147676
Saved in:
10
Robust HPD-regions in Bayesian regression models
Pötzelberger, Klaus
;
Polasek, Wolfgang
-
1989
Persistent link: https://www.econbiz.de/10000781400
Saved in:
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