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~isPartOf:"Journal of econometrics"
~person:"Billio, Monica"
~subject:"Estimation"
~subject:"Markov chain"
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Estimation
Markov chain
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Bayes-Statistik
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3
Markov-Kette
3
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Billio, Monica
Koop, Gary
9
Chib, Siddhartha
6
Aït-Sahalia, Yacine
4
Steel, Mark F. J.
4
Timmermann, Allan
4
Frühwirth-Schnatter, Sylvia
3
Li, Yong
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Todorov, Viktor
3
Tsionas, Efthymios G.
3
Yu, Jun
3
Andersen, Torben
2
Asai, Manabu
2
Casarin, Roberto
2
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2
Chernozhukov, Victor
2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Griffin, Jim E.
2
Hallin, Marc
2
Hamilton, Barton Hughes
2
Han, Xu
2
Hansen, Lars Peter
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Harvey, Andrew C.
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Heckman, James J.
2
Herwartz, Helmut
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Higgins, Ayden
2
Hong, Yongmiao
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Inoue, Atsushi
2
Jin, Xin
2
Kalli, Maria
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2
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Journal of econometrics
Working papers
7
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
4
Bozen economics & management paper series : BEMPS
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Growth and cycle in the Euro-zone
1
Journal of empirical finance
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
WBS Finance Group Research Paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
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Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
2
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
3
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
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