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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:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hallin, Marc"
~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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23
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12
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9
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Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hallin, Marc
Maheu, John M.
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
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Schorfheide, Frank
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Yu, Jun
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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
ECARES working paper
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics
3
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3
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2
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2
Journal of the American Statistical Association : JASA
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ShanghaiTech SEM Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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22-327
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FRB International Finance Discussion Paper
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Faculty research papers / The Fuqua School of Business, Duke University
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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The econometrics journal
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The review of economics and statistics
1
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
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ECONIS (ZBW)
17
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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
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:
5
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:
6
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:
7
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
8
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
9
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:
10
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
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