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~language:"afr"
~language:"eng"
~language:"kaz"
~subject:"Markov chain"
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Markov chain
Theorie
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Chib, Siddhartha
6
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3
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Steel, Mark F. J.
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3
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2
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1
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1
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1
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Journal of econometrics
European journal of operational research : EJOR
143
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
50
International journal of production research
50
Journal of economic dynamics & control
48
Mathematics of operations research
43
Operations research letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
37
Operations research
37
Insurance / Mathematics & economics
36
Journal of economic theory
36
Risks : open access journal
34
Economic modelling
32
International journal of production economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of theoretical and applied finance
29
Finance and stochastics
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Computers & operations research : and their applications to problems of world concern ; an international journal
25
Macroeconomic dynamics
24
International journal of forecasting
23
Computational economics
22
Journal of forecasting
21
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20
Econometric reviews
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Economic theory : official journal of the Society for the Advancement of Economic Theory
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper
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Journal of empirical finance
17
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Centre for Economic Policy Research
16
Journal of banking & finance
15
Scandinavian actuarial journal
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied economics
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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1
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
2
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:
3
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
4
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav
;
Tsurumi, Hiroki
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
Saved in:
5
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
Saved in:
6
Non-causality in bivariate binary time series
Mosconi, Rocco
;
Seri, Raffaello
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
Saved in:
7
Markov-switiching model selection using Kullback-Leibler divergence
Smith, Aaron D.
;
Naik, Prasad A.
;
Tsai, Chih-Ling
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 553-577
Persistent link: https://www.econbiz.de/10003374342
Saved in:
8
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
9
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
Saved in:
10
Through the looking glass : indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10011348430
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