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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / Federal Reserve Bank of Atlanta"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Waggoner, Daniel F."
~subject:"Bayes-Statistik"
~subject:"Theory"
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Bayes-Statistik
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Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Waggoner, Daniel F.
Phillips, Peter C. B.
36
Yu, Jun
17
Koop, Gary
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Lee, Lung-fei
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Pesaran, M. Hashem
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Diebold, Francis X.
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Granger, C. W. J.
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McAleer, Michael
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Schmidt, Peter
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Afonso, Oscar
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Aït-Sahalia, Yacine
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9
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9
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9
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8
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Economic modelling
Journal of econometrics
Working paper series / Federal Reserve Bank of Atlanta
Working papers / Federal Reserve Bank of Atlanta
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
FRB Atlanta Working Paper
6
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5
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4
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3
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3
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3
The international library of critical writings in econometrics
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Adaptive information systems and modelling in economics and management science
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Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
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Econometric methods and financial time series
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Econometrics : open access journal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economic Research Initiatives at Duke (ERID) Working Paper Series
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ECONIS (ZBW)
19
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1
Spline methods for extracting interest rate curves from coupon bond prices
Waggoner, Daniel F.
-
1997
Persistent link: https://www.econbiz.de/10000985997
Saved in:
2
Normalization, probability distribution, and impulse responses
Waggoner, Daniel F.
;
Zha, Tao
-
1997
Persistent link: https://www.econbiz.de/10000985998
Saved in:
3
The relative
efficiency
of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
4
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.
;
Zha, Tao
-
1998
Persistent link: https://www.econbiz.de/10001407631
Saved in:
5
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
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
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
8
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:
9
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
10
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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