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~isPartOf:"Adaptive information systems and modelling in economics and management science"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Bai, Jushan"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Maheu, John M."
~subject:"Bayes-Statistik"
~subject:"Dynamisches Gleichgewicht"
~subject:"Factor analysis"
~subject:"Volatilität"
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Bayes-Statistik
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Al-Azzam, Moh’d
Bai, Jushan
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Maheu, John M.
Aït-Sahalia, Yacine
6
Bollerslev, Tim
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Koop, Gary
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Kolasa, Marcin
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Liao, Yuan
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Pesaran, M. Hashem
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Asai, Manabu
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Billio, Monica
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Cavaliere, Giuseppe
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Adaptive information systems and modelling in economics and management science
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working papers / Federal Reserve Bank of Atlanta
3
Columbia economics discussion paper series / Department of Economics, Columbia University
2
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2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
Journal of empirical finance
2
Journal of financial econometrics
2
ShanghaiTech SEM Working Paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
22-327
1
Annals of economics and finance
1
Annual review of economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
ERID working paper
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
FRB Atlanta Working Paper
1
FRB Atlanta Working Paper Series
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
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Foundations and trends in econometrics
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Frontiers of economics in China : selected publications from Chinese universities
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International finance discussion papers
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International journal of forecasting
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Journal of applied econometrics
1
Journal of financial economics
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Journal of forecasting
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Journal of the American Statistical Association : JASA
1
NBER Working Paper
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NBER working paper series
1
Nonparametric dynamic modelling
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Panel data econometrics : theoretical contributions and empirical applications
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
4
Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
Saved in:
5
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
6
Identification
theory
for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
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
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
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
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