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~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regressionsanalyse"
~subject:"Theorie"
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Search: subject:"Markov chain"
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Monte Carlo simulation
Nichtparametrisches Verfahren
Regressionsanalyse
Theorie
Bayes-Statistik
146
Bayesian inference
146
Theory
89
Forecasting model
66
Prognoseverfahren
66
VAR model
63
VAR-Modell
63
Time series analysis
50
Zeitreihenanalyse
50
Bayesian
29
Estimation theory
25
Schätztheorie
25
Regression analysis
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
Phillips-Kurve
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
58
Undetermined
13
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Book / Working Paper
65
Article
36
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Arbeitspapier
46
Working Paper
46
Graue Literatur
43
Non-commercial literature
43
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34
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2
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1
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1
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1
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1
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1
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Language
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English
101
Author
All
Koop, Gary
Dijk, Herman K. van
98
Schorfheide, Frank
74
Casarin, Roberto
66
Tsionas, Efthymios G.
66
Korobilis, Dimitris
51
Ravazzolo, Francesco
48
Kohn, Robert
40
Marcellino, Massimiliano
39
Strachan, Rodney W.
39
Waggoner, Daniel F.
39
Billio, Monica
37
Bauwens, Luc
35
Hoogerheide, Lennart
34
Clark, Todd E.
33
Frühwirth-Schnatter, Sylvia
33
Chan, Joshua
32
Huber, Florian
31
Koopman, Siem Jan
31
Geweke, John
30
Grassi, Stefano
30
Hoogerheide, Lennart F.
30
Lang, Stefan
30
Carriero, Andrea
29
Del Negro, Marco
29
Timmermann, Allan
29
Chib, Siddhartha
28
Kneib, Thomas
27
Pettenuzzo, Davide
27
Zha, Tao
26
Elliott, Robert J.
25
Steel, Mark F. J.
25
Martin, Gael M.
24
Paap, Richard
24
Zhang, Xibin
24
Ciccarelli, Matteo
23
Kaufmann, Sylvia
23
Peters, Gareth
23
Rubio-Ramírez, Juan Francisco
23
Bos, Charles S.
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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Journal of econometrics
12
Strathclyde discussion papers in economics
12
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / University of Leicester, Department of Economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Tinbergen Institute
3
FRB of Cleveland Working Paper
3
International economic review
3
International journal of forecasting
3
Journal of applied econometrics
3
CAMA working paper series
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / CEPR
2
Econometric exercises
2
European economic review : EER
2
Finance working papers
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
CAMA Working Paper
1
CAMP 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
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 dynamic variable selection in high dimensions
Koop, Gary
;
Korobilis, Dimitris
- In:
International economic review
64
(
2023
)
3
,
pp. 1047-1074
Persistent link: https://www.econbiz.de/10014330280
Saved in:
8
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:
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/10014295389
Saved in:
10
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:
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