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~subject:"Markov-Kette"
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Markov-Kette
Markov chain
116
Theorie
73
Theory
73
Monte Carlo simulation
46
Monte-Carlo-Simulation
46
Bayes-Statistik
35
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Chib, Siddhartha
6
Koop, Gary
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5
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Dijk, Herman K. van
4
Kim, Chang-jin
4
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Journal of econometrics
European journal of operational research : EJOR
214
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
Journal of economic dynamics & control
71
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
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56
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Working paper
54
Applied economics
52
International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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45
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43
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39
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39
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38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
116
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1
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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2
K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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3
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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4
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
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5
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
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6
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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7
Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
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8
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
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9
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
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10
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
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