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~subject:"Markov chain"
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Markov chain
Theorie
35
Theory
35
USA
35
United States
35
Estimation
28
Markov-Kette
28
Schätzung
28
Zeitreihenanalyse
28
Time series analysis
27
Estimation theory
18
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18
Bayes-Statistik
16
Bayesian inference
16
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15
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15
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13
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13
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11
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8
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8
Business cycle theory
7
Business cycles
7
Geldpolitik
7
Konjunkturtheorie
7
Correlation
6
State space model
6
Zustandsraummodell
6
Aktienmarkt
5
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5
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English
28
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Kim, Chang-jin
22
Piger, Jeremy Max
10
Kim, Chang-Jin
6
Nelson, Charles R.
6
Startz, Richard
5
Morley, James C.
3
Hwu, Shih-Tang
2
Eo, Yunjong
1
Forbes, Catherine Scipione
1
Kim, Jaeho
1
Piger, Jeremy
1
Shami, Roland G.
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Federal Reserve Bank of St. Louis
4
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Journal of econometrics
4
Working paper
4
International finance discussion papers
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Journal of empirical finance
2
Foundations and trends in econometrics
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of monetary economics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
The review of economics and statistics
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ECONIS (ZBW)
28
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1
Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
Saved in:
2
Predicting business cycle phases with indexes of leading and coincident economic indicators : a multivariate "regime-shift" approach
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
2
(
1996
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001561190
Saved in:
3
Markov-switching models with endogenous explanatory variables
Kim, Chang-jin
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
Saved in:
4
Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
Saved in:
5
Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008656405
Saved in:
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
Saved in:
7
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
8
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
9
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
10
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10001700851
Saved in:
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