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~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
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Bayes-Statistik
Estimation theory
1,638
Schätztheorie
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1,607
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1,607
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599
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Zhang, Xinyu
8
Koop, Gary
7
Dijk, Herman K. van
5
Gallant, A. Ronald
5
Jensen, Mark J.
5
Casarin, Roberto
4
Li, Yong
4
Maheu, John M.
4
Yu, Jun
4
Zou, Guohua
4
Billio, Monica
3
Carriero, Andrea
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Hong, Han
3
Hoogerheide, Lennart
3
Korobilis, Dimitris
3
Li, Junye
3
Marcellino, Massimiliano
3
Norets, Andriy
3
Pelenis, Justinas
3
Petrova, Katerina
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Simoni, Anna
3
Tsionas, Efthymios G.
3
Zellner, Arnold
3
Ando, Tomohiro
2
Bauwens, Luc
2
Chan, Joshua
2
Chib, Siddhartha
2
Clark, Todd E.
2
Dellaportas, Petros
2
Deschamps, Jean-Philippe
2
Dufays, Arnaud
2
Fisher, Mark
2
Geweke, John
2
Giacomini, Raffaella
2
Griffin, Jim E.
2
Hasselt, Martijn van
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Discussion paper / Tinbergen Institute
96
International journal of forecasting
78
European journal of operational research : EJOR
71
Journal of economic theory
61
Econometric reviews
57
Journal of the American Statistical Association : JASA
57
Working paper / Department of Econometrics and Business Statistics, Monash University
56
Economics letters
55
Working paper
55
Discussion papers / CEPR
54
Economic modelling
49
Journal of applied econometrics
46
Journal of forecasting
45
Games and economic behavior
43
Journal of economic dynamics & control
43
Insurance / Mathematics & economics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working papers
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36
CESifo working papers
35
Econometrics : open access journal
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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32
Computational economics
32
Discussion paper
31
International journal of production research
31
NBER working paper series
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Working paper series / European Central Bank
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30
NBER Working Paper
29
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
Journal of macroeconomics
27
European economic review : EER
25
Federal Reserve Bank of Cleveland working paper series
24
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ECONIS (ZBW)
150
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150
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1
A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
Saved in:
2
Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
Saved in:
3
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
4
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
5
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
6
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
7
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
8
Frequentist properties of Bayesian inequality tests
Kaplan, David M.
;
Zhuo, Longhao
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 312-336
Persistent link: https://www.econbiz.de/10012618838
Saved in:
9
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
10
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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