//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Adaptive information systems and modelling in economics and management science"
~isPartOf:"CEPR - EABCN"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Schorfheide, Frank"
~subject:"Bayes-Statistik"
~subject:"Dynamisches Gleichgewicht"
~subject:"Markov chain"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Dynamisches Gleichgewicht
Markov chain
Volatilität
Theorie
20
Theory
20
Bayesian inference
13
Estimation
7
Schätzung
7
Forecasting model
6
Prognoseverfahren
6
DSGE model
5
DSGE-Modell
5
Dynamic equilibrium
5
Time series analysis
5
Volatility
5
Zeitreihenanalyse
5
Method of moments
4
Momentenmethode
4
DSGE models
3
Economic forecast
3
State space model
3
Wirtschaftsprognose
3
Zustandsraummodell
3
Bayesian estimation
2
Factor analysis
2
Faktorenanalyse
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Panel
2
Panel study
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Activity index
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
17
Author
All
Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Schorfheide, Frank
Koop, Gary
10
Aït-Sahalia, Yacine
7
Bollerslev, Tim
6
Chib, Siddhartha
6
Yu, Jun
6
Casarin, Roberto
5
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Tauchen, George Eugene
5
Todorov, Viktor
5
Andersen, Torben
4
Billio, Monica
4
Hallin, Marc
4
Jensen, Mark J.
4
Kolasa, Marcin
4
Maheu, John M.
4
McAleer, Michael
4
Steel, Mark F. J.
4
Swanson, Norman R.
4
Timmermann, Allan
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Diebold, Francis X.
3
Griffin, Jim E.
3
Herwartz, Helmut
3
Jacquinot, Pascal
3
Kohn, Robert
3
Korobilis, Dimitris
3
Mykland, Per A.
3
Nielsen, Morten Ørregaard
3
Norets, Andriy
3
Patton, Andrew J.
3
Pettenuzzo, Davide
3
Poon, Aubrey
3
more ...
less ...
Published in...
All
Adaptive information systems and modelling in economics and management science
CEPR - EABCN
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Econometric reviews
5
FRB of Philadelphia Working Paper
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Discussion paper / Centre for Economic Policy Research
4
Working papers / Penn Institute for Economic Research
3
Discussion paper series / IZA
2
FEDS Working Paper
2
FRB Philadelphia Working Paper
2
Finance and economics discussion series
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the European Economic Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of economic dynamics
2
Staff reports / Federal Reserve Bank of New York
2
Working Paper
2
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
Working paper series / Federal Reserve Bank of Atlanta
2
Working papers / Federal Reserve Bank of Atlanta
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
American economic journal : a journal of the American Economic Association
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CFS Working Paper
1
CFS working paper series
1
Cowles Foundation discussion paper
1
Discussion papers / CEPR
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Saved in:
2
Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 57-70)
.
2005
Persistent link: https://www.econbiz.de/10003319808
Saved in:
3
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
Saved in:
4
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco
;
Schorfheide, Frank
-
2007
Persistent link: https://www.econbiz.de/10003432564
Saved in:
5
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
8
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
9
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
10
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->