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~person:"Goldman, Elena"
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Markov Chain Monte Carlo algorithms
2
double truncation
2
model selection
2
purchasing power parity
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian model selection
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Exchange rate
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Goldman, Elena
Hendry, David F.
45
Belloni, Alexandre
23
Castle, Jennifer
23
Chernozhukov, Victor
23
Doornik, Jurgen A.
20
Kunst, Robert M.
19
Hendry, David
17
Costantini, Mauro
16
Krolzig, Hans-Martin
16
Grassi, Stefano
14
Herwartz, Helmut
13
Winker, Peter
13
Conti, Gabriella
12
Frühwirth-Schnatter, Sylvia
12
Karlsson, Sune
12
Kozbur, Damian
12
Phillips, Peter C.B.
12
Sarstedt, Marko
12
Hansen, Christian Bailey
11
Heckman, James J.
11
Kilian, Lutz
11
Korenok, Oleg
11
Rossi, Barbara
11
Barde, Sylvain
10
Piatek, Rémi
10
Pötscher, Benedikt M.
10
Savin, Ivan
10
Swanson, Norman R.
10
Laan, Mark van der
9
Leeb, Hannes
9
Yang, Yuhong
9
Castle, Jennifer L.
8
Franses, Philip Hans
8
Gunter, Ulrich
8
Hansen, Christian
8
Proietti, Tommaso
8
Sachs, Andreas
8
Schleer, Frauke
8
Claeskens, Gerda
7
Härdle, Wolfgang Karl
7
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Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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2
ECONIS (ZBW)
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Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
Saved in:
2
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Goldman, Elena
;
Tsurumi, Hiroki
- In:
Studies in Nonlinear Dynamics & Econometrics
9
(
2007
)
2
,
pp. 1166-1166
simultaneous test of mean and covariance stationarity and discuss
model
selection
criteria. Using MCMC procedure we test the …
Persistent link: https://www.econbiz.de/10004966103
Saved in:
3
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Goldman, Elena
;
Tsurumi, Hiroki
- In:
Studies in Nonlinear Dynamics & Econometrics
9
(
2005
)
2
,
pp. 1166-1166
simultaneous test of mean and covariance stationarity and discuss
model
selection
criteria. Using MCMC procedure we test the …
Persistent link: https://www.econbiz.de/10005579875
Saved in:
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