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~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Phillips-Kurve"
~subject:"Theorie"
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Monte Carlo simulation
Nichtparametrisches Verfahren
Phillips-Kurve
Theorie
Bayes-Statistik
144
Bayesian inference
144
Theory
87
Forecasting model
65
Prognoseverfahren
65
VAR model
62
VAR-Modell
62
Time series analysis
50
Zeitreihenanalyse
50
Bayesian
29
Estimation theory
25
Schätztheorie
25
Regression analysis
21
Regressionsanalyse
21
Estimation
20
Schätzung
20
State space model
17
USA
17
United States
17
Zustandsraummodell
17
Markov chain
16
Markov-Kette
16
Cointegration
15
Kointegration
15
Phillips curve
15
Frühindikator
14
Inflation
14
Leading indicator
14
Nonparametric statistics
14
Induktive Statistik
13
Monte-Carlo-Simulation
13
Statistical inference
13
Modellierung
11
Scientific modelling
11
Economic forecast
10
Markov Chain Monte Carlo
10
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Free
60
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11
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Book / Working Paper
67
Article
34
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Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
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32
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English
101
Author
All
Koop, Gary
Dijk, Herman K. van
97
Schorfheide, Frank
74
Casarin, Roberto
65
Tsionas, Efthymios G.
61
Ravazzolo, Francesco
51
Korobilis, Dimitris
47
Kohn, Robert
39
Waggoner, Daniel F.
39
Strachan, Rodney W.
37
Billio, Monica
36
Marcellino, Massimiliano
35
Hoogerheide, Lennart
34
Bauwens, Luc
33
Chan, Joshua
33
Frühwirth-Schnatter, Sylvia
33
Koopman, Siem Jan
32
Clark, Todd E.
31
Timmermann, Allan
31
Grassi, Stefano
30
Hoogerheide, Lennart F.
30
Del Negro, Marco
29
Geweke, John
29
Huber, Florian
29
Paap, Richard
29
Carriero, Andrea
27
Chib, Siddhartha
26
Kaufmann, Sylvia
26
Pettenuzzo, Davide
26
Zha, Tao
26
Elliott, Robert J.
25
Lang, Stefan
25
Martin, Gael M.
24
Ciccarelli, Matteo
23
Kneib, Thomas
23
Peters, Gareth
23
Rubio-Ramírez, Juan Francisco
23
Zhang, Xibin
23
Bos, Charles S.
22
Canova, Fabio
22
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University of Strathclyde / Department of Economics
7
University of British Columbia / Finance Division
2
Federal Reserve Bank of New York
1
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Strathclyde discussion papers in economics
12
Journal of econometrics
11
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / University of Leicester, Department of Economics
6
Journal of applied econometrics
4
CAMA working paper series
3
Discussion paper / Tinbergen Institute
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CAMA Working Paper
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / CEPR
2
Econometric exercises
2
European economic review : EER
2
FRB of Cleveland Working Paper
2
Finance working papers
2
International economic review
2
Staff reports / Federal Reserve Bank of New York
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
ANU working papers in economics and econometrics
1
CAMP working paper series
1
CESifo Working Paper Series
1
CESifo working papers
1
CORE discussion paper : DP
1
Cambridge working papers in economics
1
Discussion paper series / IZA
1
Econometric reviews
1
FRB NY Staff Report
1
GRIPS discussion papers
1
IZA Discussion Paper
1
JRC working papers in economics and finance
1
Journal of empirical finance
1
Journal of forecasting
1
Nonlinear time series analysis of business cycles
1
State space and unobserved component models : theory and applications
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
Working papers / Brandeis University, Department of Economics and International Business School
1
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ECONIS (ZBW)
101
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1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable
Markov
chain
Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
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:
3
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:
4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
5
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:
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
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:
8
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/10014295389
Saved in:
9
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:
10
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
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