| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Achieving shrinkage in a time-varying parameter model framework
|
Bitto, Angela
|
|
2019
|
210 |
1 |
p. 75-97
|
artikel
|
| 2 |
Bayesian compressed vector autoregressions
|
Koop, Gary
|
|
2019
|
210 |
1 |
p. 135-154
|
artikel
|
| 3 |
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
|
Kaufmann, Sylvia
|
|
2019
|
210 |
1 |
p. 116-134
|
artikel
|
| 4 |
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
|
Fisher, Mark
|
|
2019
|
210 |
1 |
p. 187-202
|
artikel
|
| 5 |
Dynamic Bayesian predictive synthesis in time series forecasting
|
McAlinn, Kenichiro
|
|
2019
|
210 |
1 |
p. 155-169
|
artikel
|
| 6 |
Editorial Board
|
|
|
2019
|
210 |
1 |
p. ii
|
artikel
|
| 7 |
Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective
|
Kaufmann, Sylvia
|
|
2019
|
210 |
1 |
p. 1-3
|
artikel
|
| 8 |
Forecast density combinations of dynamic models and data driven portfolio strategies
|
Baştürk, N.
|
|
2019
|
210 |
1 |
p. 170-186
|
artikel
|
| 9 |
Importance sampling from posterior distributions using copula-like approximations
|
Dellaportas, Petros
|
|
2019
|
210 |
1 |
p. 45-57
|
artikel
|
| 10 |
Modeling systemic risk with Markov Switching Graphical SUR models
|
Bianchi, Daniele
|
|
2019
|
210 |
1 |
p. 58-74
|
artikel
|
| 11 |
Sequentially adaptive Bayesian learning algorithms for inference and optimization
|
Geweke, John
|
|
2019
|
210 |
1 |
p. 4-25
|
artikel
|
| 12 |
Sparse Bayesian time-varying covariance estimation in many dimensions
|
Kastner, Gregor
|
|
2019
|
210 |
1 |
p. 98-115
|
artikel
|
| 13 |
Tempered particle filtering
|
Herbst, Edward
|
|
2019
|
210 |
1 |
p. 26-44
|
artikel
|
| 14 |
The value of news for economic developments
|
Larsen, Vegard H.
|
|
2019
|
210 |
1 |
p. 203-218
|
artikel
|
Tijdschrift beschrijving