//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Chib, Siddhartha"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Estimation theory
Theorie
34
Theory
34
Schätztheorie
15
Time series analysis
10
Zeitreihenanalyse
10
Cointegration
8
Kointegration
8
Markov chain
8
Markov-Kette
8
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
VAR model
6
VAR-Modell
6
ARCH-Modell
4
Simulation
3
Autocorrelation
2
Autokorrelation
2
Causality analysis
2
Estimation
2
Kausalanalyse
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Bayesian inference
1
Currency crisis
1
DSGE model
1
DSGE-Modell
1
Deutschland
1
Dynamic equilibrium
1
Dynamische Wirtschaftstheorie
1
Dynamisches Gleichgewicht
1
ECM
1
Econometric model
1
Econometrics
1
Economic dynamics
1
more ...
less ...
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Chib, Siddhartha
Saikkonen, Pentti
Lee, Lung-fei
14
Linton, Oliver
13
Phillips, Peter C. B.
13
Li, Qi
9
Gouriéroux, Christian
8
Koop, Gary
8
Andrews, Donald W. K.
7
Chen, Songnian
7
Newey, Whitney K.
7
Baltagi, Badi H.
6
Chambers, Marcus J.
6
Davidson, James E. H.
6
Donald, Stephen G.
6
Gallant, A. Ronald
6
Hallin, Marc
6
Hong, Yongmiao
6
Jong, Robert M. de
6
Kohn, Robert
6
Lütkepohl, Helmut
6
Park, Joon Y.
6
Perron, Pierre
6
Teräsvirta, Timo
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Bai, Jushan
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Horowitz, Joel
5
Ng, Serena
5
Swanson, Norman R.
5
Xiao, Zhijie
5
Casarin, Roberto
4
Chen, Xiaohong
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Franses, Philip Hans
4
Ghysels, Eric
4
more ...
less ...
Published in...
All
Econometric theory
Economic modelling
Journal of econometrics
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Department of Economics, University of Canterbury
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
EUI working paper
2
Economics letters
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Nonparametric dynamic modelling
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Advances in Econometrics Ser.
1
Advances in econometrics
1
Advances in econometrics : a research annual
1
Bank of Finland research discussion papers
1
Computational economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion papers
1
Finance and economics discussion series
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford Financial Research Centre economics series
1
Publikationen / Center for Applied Statistics and Economics
1
SSE EFI working paper series in economics and finance
1
The econometrics journal
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
2
Bayes prediction regressions with elliptical errors
Chib, Siddhartha
- In:
Journal of econometrics
3
(
1988
),
pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
Saved in:
3
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
5
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
6
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
7
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti
- In:
Econometric theory
7
(
1991
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001111342
Saved in:
8
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti
- In:
Econometric theory
8
(
1992
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001126812
Saved in:
9
Bayes inference in regression models with ARMA (p,q) errors
Chib, Siddhartha
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10001166427
Saved in:
10
Bayes regression with autoregressive errors : a Gibbs sampling approach
Chib, Siddhartha
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001149104
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->