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Search: subject:"Sequential Monte Carlo"
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Subject
All
Sequential Monte Carlo
78
Monte-Carlo-Simulation
73
Monte Carlo simulation
72
Bayesian inference
52
Bayes-Statistik
50
Theorie
43
Theory
41
sequential Monte Carlo
31
Estimation theory
26
Schätztheorie
26
Markov-Kette
23
Markov chain
22
Prognoseverfahren
17
Schätzung
15
Density Forecast Combination
14
Estimation
14
Forecasting model
14
Zeitreihenanalyse
14
Geldpolitik
13
Monetary policy
13
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Volatilität
12
Bayesian filtering
11
Time series analysis
11
sequential Monte Carlo methods
11
Bayesian Filtering
10
Dynamic equilibrium
10
Dynamisches Gleichgewicht
10
Survey Forecast
10
Algorithm
9
Algorithmus
9
Density forecast combination
9
Inflation
8
Markov chain Monte Carlo
8
State space model
8
Survey forecast
8
Zustandsraummodell
8
Simulation
7
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Online availability
All
Free
79
Undetermined
65
Type of publication
All
Book / Working Paper
82
Article
77
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Working Paper
36
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
23
Article
3
Thesis
2
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Language
All
English
99
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
All
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
Risks : open access journal
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Serie Research Memoranda
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)
74
RePEc
67
EconStor
16
BASE
2
Showing
51
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60
of
159
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51
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
52
Communicating brands intelevision advertising
Bruce, Norris I.
;
Becker, Maren
;
Reinartz, Werner J.
- In:
Journal of marketing research
57
(
2020
)
2
,
pp. 236-256
Persistent link: https://www.econbiz.de/10012180463
Saved in:
53
Monetary policy and macroeconomic stability revisited
Hirose, Yasuo
;
Kurozumi, Takushi
;
Van Zandweghe, Willem
- In:
Review of economic dynamics
37
(
2020
),
pp. 255-274
Persistent link: https://www.econbiz.de/10012652922
Saved in:
54
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
55
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John
;
Durham, Garland
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Saved in:
56
Likelihood inference for a COGARCH process using
sequential
Monte
Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Saved in:
57
A non-linear Keynesian Goodwin-type endogenous model of the cycle : Bayesian evidence for the USA
Mariolis, Theodore
;
Konstantakis, Konstantinos N.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012054874
Saved in:
58
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
59
Inequality constrained state-space models
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
Saved in:
60
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
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