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~person:"Huber, Florian"
~person:"Koop, Gary"
~person:"Tobias, Justin L."
~type_genre:"Non-commercial literature"
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Bayes-Statistik
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78
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Huber, Florian
Koop, Gary
Tobias, Justin L.
Dijk, Herman K. van
92
Ravazzolo, Francesco
63
Casarin, Roberto
44
Marcellino, Massimiliano
44
Hoogerheide, Lennart
36
Schorfheide, Frank
36
Carriero, Andrea
34
Martin, Gael M.
31
Clark, Todd E.
30
Korobilis, Dimitris
30
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29
Lang, Stefan
28
Havránek, Tomáš
27
Robert, Christian P.
24
Grassi, Stefano
23
Billio, Monica
22
Crespo Cuaresma, Jesús
21
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21
Chan, Joshua
20
Leon-Gonzalez, Roberto
20
Canova, Fabio
19
Kitagawa, Toru
19
Kneib, Thomas
19
Paap, Richard
19
Giacomini, Raffaella
18
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18
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17
Hoogerheide, Lennart F.
17
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17
Villani, Mattias
17
Feldkircher, Martin
16
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16
Griffiths, William E.
16
Kapetanios, George
16
Pettenuzzo, Davide
16
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15
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15
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15
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7
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ECONIS (ZBW)
78
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1
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2022
Persistent link: https://www.econbiz.de/10012498662
Saved in:
2
Predictive density combination using a tree-based synthesis function
Chernis, Tony
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2023
Persistent link: https://www.econbiz.de/10014440961
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
5
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
6
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
7
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
8
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
9
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
10
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
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