//--> //--> //--> //-->
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
isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Theorie"
~subject:"Unit root test"
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
Search: subject_exact:"State space model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Unit root test
State space model
35
Zustandsraummodell
35
Time series analysis
21
Zeitreihenanalyse
21
Theory
16
Estimation
11
Schätzung
11
Volatility
9
Volatilität
9
Markov chain
6
Markov-Kette
6
Stochastic process
6
Stochastischer Prozess
6
Estimation theory
5
Schätztheorie
5
USA
5
United States
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
wavelets
4
Analysis of variance
3
Business cycle
3
Börsenkurs
3
Einheitswurzeltest
3
Geldpolitik
3
Konjunktur
3
Monetary policy
3
Share price
3
Varianzanalyse
3
wavelet
3
wavelet analysis
3
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Capital income
2
Causality analysis
2
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Ramsey, James B.
2
Sun, Edward W.
2
Achim, Alin
1
Alencar, Airlane P.
1
Alexeev, Vitali
1
Ali, Abdul Aziz
1
Bruzda, Joanna
1
Chen, Jun
1
Chen, Yi-Ting
1
Dionysopoulos, Thomas
1
Gençay, Ramazan
1
Hristova, Daniela
1
Huang, Yu-Fan
1
Ignatieva, Ekaterina
1
Jensen, Mark J.
1
Kim, Jaeho
1
Lampart, Camille
1
Lee, Sunhyung
1
Li, Mengheng
1
Lin, Shinn-Juh
1
Martínez Compains, Jorge
1
Meinl, Thomas
1
Mendieta-Muñoz, Ivan
1
Morettin, Pedro A.
1
Månsson, Kristofer
1
Nagakura, Daisuke
1
Nguyen, Anh D. M.
1
Pavlidis, Efthymios G.
1
Peel, David
1
Ramos Vilardell, Daniel
1
Rodríguez Carreño, Ignacio
1
Shukur, Ghazi
1
Stevenson, Maxwell John
1
Toloi, Clelia M. C.
1
Trani, Tommaso
1
Tzagkarakis, George
1
Yu, Min-Teh
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
60
Computational economics
30
International journal of forecasting
30
Economic modelling
27
Journal of forecasting
24
Economics letters
23
Journal of econometrics
23
Journal of economic dynamics & control
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
CAMA working paper series
18
Econometric reviews
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Finance research letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Applied economics
9
Journal of applied econometrics
9
Discussion paper / Centre for Economic Policy Research
8
Energy economics
8
International review of economics & finance : IREF
8
NBER Working Paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper series / European Central Bank
8
Applied economics letters
7
CESifo working papers
7
CREATES research paper
7
Discussion papers of interdisciplinary research project 373
7
Finance and economics discussion series
7
Journal of macroeconomics
7
Working paper / National Bureau of Economic Research, Inc.
7
Bank of Finland research discussion papers
6
CAMA Working Paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
6
European journal of operational research : EJOR
6
International journal of production research
6
Quantitative finance
6
Research paper series / Swiss Finance Institute
6
Research series / Universiteit van Amsterdam
6
SSE EFI working paper series in economics and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
2
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
3
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
4
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
5
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
6
A wavelet-based variance ratio unit root test for a system of equations
Ali, Abdul Aziz
;
Månsson, Kristofer
;
Shukur, Ghazi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012289399
Saved in:
7
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
8
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
9
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
10
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->