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~person:"Koop, Gary"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Monte Carlo simulation
Nichtparametrisches Verfahren
Theorie
Zeitreihenanalyse
Bayes-Statistik
144
Bayesian inference
144
Theory
87
Forecasting model
65
Prognoseverfahren
65
VAR model
62
VAR-Modell
62
Time series analysis
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
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
61
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14
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Book / Working Paper
70
Article
36
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Arbeitspapier
50
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50
Graue Literatur
48
Non-commercial literature
48
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35
Aufsatz in Zeitschrift
35
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2
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2
Collection of articles of several authors
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English
106
Author
All
Koop, Gary
Dijk, Herman K. van
107
Schorfheide, Frank
85
Casarin, Roberto
74
Ravazzolo, Francesco
63
Tsionas, Efthymios G.
62
Korobilis, Dimitris
54
Billio, Monica
47
Strachan, Rodney W.
43
Marcellino, Massimiliano
42
Waggoner, Daniel F.
42
Kohn, Robert
41
Chan, Joshua
39
Bauwens, Luc
35
Gupta, Rangan
34
Hoogerheide, Lennart
34
Huber, Florian
34
Koopman, Siem Jan
34
Carriero, Andrea
33
Clark, Todd E.
33
Frühwirth-Schnatter, Sylvia
33
Del Negro, Marco
32
Timmermann, Allan
32
Grassi, Stefano
30
Hoogerheide, Lennart F.
30
Geweke, John
29
Kaufmann, Sylvia
29
Pettenuzzo, Davide
29
Zha, Tao
28
Chib, Siddhartha
27
Martin, Gael M.
26
Elliott, Robert J.
25
Lang, Stefan
25
Paap, Richard
25
Maheu, John M.
24
Ciccarelli, Matteo
23
Kneib, Thomas
23
Lütkepohl, Helmut
23
Peters, Gareth
23
Poon, Aubrey
23
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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
14
Journal of econometrics
11
Federal Reserve Bank of Cleveland working paper series
7
Discussion papers / University of Leicester, Department of Economics
6
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CAMA working paper series
3
Discussion paper / Tinbergen Institute
3
FRB of Cleveland Working Paper
3
Journal of applied econometrics
3
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
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
Advances in econometrics
1
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
Economics letters
1
FRB NY Staff Report
1
Foundations and trends in econometrics
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
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
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ECONIS (ZBW)
106
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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 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:
7
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
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/10014316254
Saved in:
9
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:
10
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:
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