//--> //--> //--> //-->
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
~person:"Bauwens, Luc"
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
Bayesian inference in structur...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayesian inference
59
Bayes-Statistik
45
Theorie
31
Theory
31
ARCH model
25
ARCH-Modell
25
Zeitreihenanalyse
14
Markov chain
13
Markov-Kette
13
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
13
Estimation theory
11
Forecasting
11
Schätztheorie
11
Börsenkurs
9
GARCH
9
Share price
9
Econometrics
8
Ökonometrie
8
Risikomaß
7
Risk measure
7
Dauer
6
Duration
6
Dynamische Wirtschaftstheorie
6
Economic dynamics
6
Marginal likelihood
5
Markov switching
5
Volatility
5
Volatilität
5
change-points
5
ARMA model
4
ARMA-Modell
4
Capital income
4
Credit rationing
4
Forecasting model
4
Heteroscedasticity
4
Heteroskedastizität
4
Kapitaleinkommen
4
Monte Carlo simulation
4
more ...
less ...
Online availability
All
Free
37
Undetermined
8
Type of publication
All
Book / Working Paper
53
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
26
Working Paper
26
Graue Literatur
24
Non-commercial literature
24
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
65
Undetermined
8
Author
All
Bauwens, Luc
Koop, Gary
161
Ravazzolo, Francesco
133
Dijk, Herman K. van
130
Schorfheide, Frank
123
Sela, Aner
118
Casarin, Roberto
114
McAleer, Michael
112
Wolfstetter, Elmar
108
Tsionas, Efthymios G.
100
Koopman, Siem Jan
97
Güth, Werner
86
Phillips, Peter C. B.
83
Klemperer, Paul
74
Strachan, Rodney W.
74
Marcellino, Massimiliano
72
Bergemann, Dirk
71
Hoogerheide, Lennart
70
Onderstal, Sander
70
Goeree, Jacob K.
69
Korobilis, Dimitris
69
Carriero, Andrea
67
Chan, Joshua
64
Moldovanu, Benny
64
Clark, Todd E.
63
Villani, Mattias
63
Huber, Florian
60
Kovenock, Daniel J.
58
Billio, Monica
57
Chiarella, Carl
57
Ivanova-Stenzel, Radosveta
57
Riedel, Frank
55
Jehiel, Philippe
54
Paap, Richard
53
Platen, Eckhard
53
Yu, Jun
53
Gupta, Rangan
52
Grassi, Stefano
50
Kohn, Robert
50
Asai, Manabu
49
more ...
less ...
Institution
All
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Economics Department, Ben Gurion University of the Negev
1
Economics Department, University of Strathclyde
1
Rimini Centre for Economic Analysis (RCEA)
1
Scottish Institute for Research in Economics (SIRE)
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
12
Cahiers de recherche
6
Discussion papers / UCL, Département des Sciences Economiques
6
CORE discussion paper : DP
5
Journal of econometrics
4
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
The econometrics journal
3
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Advanced texts in econometrics
1
CIRANO - Scientific Publication
1
CIRANO Working Papers
1
CORE Discussion Papers
1
CREATES research paper
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric Reviews
1
Economics beyond the millennium
1
Handbook of research methods and applications in empirical macroeconomics
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
LIDAM discussion paper CORE
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
SIRE Discussion Papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
Working Papers / Economics Department, Ben Gurion University of the Negev
1
Working Papers / Economics Department, University of Strathclyde
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
RePEc
15
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003311396
Saved in:
2
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
Saved in:
3
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
4
Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003374380
Saved in:
5
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
6
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526672
Saved in:
7
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557221
Saved in:
8
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
9
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
10
Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc
;
Lubrano, Michel
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 469-486
Persistent link: https://www.econbiz.de/10003509150
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->