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~subject:"Markov chain"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätztheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Markov chain
Monte-Carlo-Simulation
Schätztheorie
Bayesian inference
3,290
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1,943
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1,942
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Dijk, Herman K. van
44
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30
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27
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25
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24
Reed, W. Robert
23
Koop, Gary
20
McAleer, Michael
20
Ravazzolo, Francesco
20
Martin, Gael M.
19
Robert, Christian P.
19
Kaufmann, Sylvia
18
Dijk, Dick van
16
Lang, Stefan
16
Dufour, Jean-Marie
15
Joshi, Mark S.
15
Kneib, Thomas
15
Zhang, Xibin
15
Bauwens, Luc
14
Forbes, Catherine Scipione
14
Schorfheide, Frank
14
Strachan, Rodney W.
14
Hoogerheide, Lennart
13
Kohn, Robert
13
Marcellino, Massimiliano
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Nason, James Michael
13
Paap, Richard
13
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12
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11
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11
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Asai, Manabu
10
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10
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3
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2
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Discussion paper / Tinbergen Institute
105
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75
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Working paper / Department of Econometrics and Business Statistics, Monash University
55
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36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
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35
Discussion paper series / IZA
28
CAMA working paper series
27
Econometric Institute research papers
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
CESifo working papers
19
Discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
18
Working paper series / European Central Bank
18
Working papers in economics and statistics
18
Working paper / Department of Economics, Lund University
17
Discussion paper / Centre for Economic Policy Research
16
Discussion papers / CEPR
16
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
16
Economics working paper
15
Sveriges Riksbank working paper series
15
Warwick economic research papers
15
Cambridge working papers in economics
14
IHS economics series : working paper
14
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14
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14
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13
SFB 649 discussion paper
13
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12
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Queen's Economics Department working paper
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CREATES research paper
11
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11
Global COE Hi-Stat discussion paper series
11
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10
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Reihe Ökonomie
10
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ECONIS (ZBW)
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21
Threshold endogeneity in threshold VARs : an application to monetary state dependence
Christopulos, Dēmētrēs K.
;
McAdam, Peter
;
Tzavalis, Elias
-
2023
Persistent link: https://www.econbiz.de/10014317517
Saved in:
22
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
23
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
24
Difference-in-difference design with repeated cross-sections under compositional changes : a Monte-
Carlo
evaluation of alternative approaches
Manfè, Tommaso
;
Nunziata, Luca
-
2023
Persistent link: https://www.econbiz.de/10014320048
Saved in:
25
A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří
;
Fičura, Milan
-
2023
Persistent link: https://www.econbiz.de/10014338462
Saved in:
26
A Dirichlet Process Mixture regression model for the analysis of competing risk events
Ungolo, Francesco
;
Heuvel, Edwin van den
-
2023
Persistent link: https://www.econbiz.de/10014458575
Saved in:
27
An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes
Ungolo, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014458810
Saved in:
28
Asymmetric stable stochastic volatility models : estimation, filtering, and forecasting
Blasques, Francisco
;
Koopman, Siem Jan
;
Moussa, Karim
-
2023
estimate the static parameters, and the extremum Monte
Carlo
method to extract latent volatility. Both methods can be easily …
Persistent link: https://www.econbiz.de/10014433826
Saved in:
29
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014431618
Saved in:
30
Evaluating the discrete choice and BN methods to estimate labor supply functions
Blomquist, Nils Sören
-
2023
properties. In this paper Monte
Carlo
simulations are used to evaluate two different methods to estimate labor supply functions …
Persistent link: https://www.econbiz.de/10014444063
Saved in:
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