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Search: subject:"Sequential Monte Carlo"
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Subject
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Sequential Monte Carlo
78
Monte-Carlo-Simulation
69
Monte Carlo simulation
68
Bayesian inference
52
Bayes-Statistik
50
Theorie
37
Theory
35
sequential Monte Carlo
30
Estimation theory
25
Schätztheorie
25
Schätzung
25
Estimation
24
Zeitreihenanalyse
18
Prognoseverfahren
17
Time series analysis
15
Density Forecast Combination
14
Forecasting model
14
Markov-Kette
13
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Geldpolitik
12
Markov chain
12
Monetary policy
12
State space model
12
Volatilität
12
Zustandsraummodell
12
Bayesian filtering
11
sequential Monte Carlo methods
11
Bayesian Filtering
10
Survey Forecast
10
Density forecast combination
9
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Inflation
8
Markov chain Monte Carlo
8
Survey forecast
8
Statistische Verteilung
7
USA
7
particle filter
7
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Online availability
All
Free
78
Undetermined
65
Type of publication
All
Book / Working Paper
82
Article
76
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Working Paper
36
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
23
Article
3
Thesis
2
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Language
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English
98
Undetermined
60
Author
All
Ravazzolo, Francesco
27
Casarin, Roberto
24
Dijk, Herman K. van
19
Billio, Monica
14
van Dijk, Herman K.
9
Del Negro, Marco
8
Matlin, Ethan
8
Sarfati, Reca
8
Grassi, Stefano
7
Haque, Qazi
7
Schorfheide, Frank
7
Aastveit, Knut Are
6
Herbst, Edward P.
6
Cai, Michael
5
Chopin, Nicolas
5
Doucet, Arnaud
5
Dufays, Arnaud
5
Bognanni, Mark
4
Geweke, John
4
Groshenny, Nicolas
4
Targino, Rodrigo S.
4
Tristani, Oreste
4
Tsionas, Efthymios G.
4
Weder, Mark
4
Acharya, Sushant
3
Amisano, Gianni
3
Bruce, Norris I.
3
Chen, William
3
Dogra, Keshav
3
Fulop, Andras
3
Gleich, Aidan
3
Goyal, Shlok
3
Lee, Donggyu
3
Li, Yong
3
Lopes, Hedibert F.
3
Martin, Gael M.
3
Peters, Gareth W.
3
Schäfer, Christian
3
Sengupta, Sikata
3
Shevchenko, Pavel V.
3
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Institution
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Université Paris-Dauphine (Paris IX)
7
Tinbergen Instituut
5
Department of Economics, University of Pennsylvania
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Norges Bank
2
Ohio State University, Department of Economics
2
Rimini Centre for Economic Analysis (RCEA)
2
Banque de France
1
C.E.P.R. Discussion Papers
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, Oxford University
1
Economics Discipline Group, Business School
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
European Central Bank
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Federal Reserve Bank of Cleveland
1
Finance Discipline Group, Business School
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Management, University of Aarhus
1
Tinbergen Institute
1
University of Toronto, Department of Economics
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
8
Economics Papers from University Paris Dauphine
7
Journal of econometrics
6
Tinbergen Institute Discussion Paper
6
Tinbergen Institute Discussion Papers
6
Discussion paper / Tinbergen Institute
5
Computational Statistics & Data Analysis
4
Economic modelling
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working Paper
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
PIER Working Paper Archive
3
Statistics & Probability Letters
3
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CAMA working paper series
2
Discussion paper
2
Econometrics
2
Econometrics : open access journal
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Serie Research Memoranda
2
Staff Report
2
Staff reports / Federal Reserve Bank of New York
2
Working Paper / Norges Bank
2
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
2
Working Papers / Ohio State University, Department of Economics
2
Annual Review of Economics
1
Applied economics letters
1
Bank of Finland research discussion papers
1
CEPR Discussion Papers
1
CIRJE discussion papers / F series
1
CREATES Research Papers
1
Computational Economics
1
Computational Statistics
1
Discussion papers / CEPR
1
ECB Working Paper
1
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Source
All
ECONIS (ZBW)
73
RePEc
67
EconStor
16
BASE
2
Showing
11
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20
of
158
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11
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
12
News indices on country fundamentals
Fulop, Andras
;
Kocsis, Zalan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491677
Saved in:
13
Efficient Quasi-Bayesian estimation of affine pption pricing models using risk-neutral cumulants
Brignone, Riccardo
;
Gonzato, Luca
;
Lütkebohmert-Holtz, Eva
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248278
Saved in:
14
A Bayesian approach for more reliable tail risk forecasts
Li, Dan
;
Clements, Adam
;
Drovandi, Christopher
- In:
Journal of financial stability
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014284929
Saved in:
15
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
16
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
17
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
18
Sequential
Monte
Carlo
estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
19
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
20
Bayesian estimation of long-run risk models using
sequential
Monte
Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
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