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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"State space and unobserved component models : theory and applications"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"EU-Staaten"
~type_genre:"Amtsdruckschrift"
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Time series analysis
EU-Staaten
Theorie
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Estimation theory
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Guégan, Dominique
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State space and unobserved component models : theory and applications
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
European economy / Economic papers
15
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Intégration économique européenne ; 2
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Applied quantitative finance
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
The behaviour of fiscal authorities : stabilization, growth and institutions
6
Trade flows and trade policy after '1992' : [proceedings of the conference 'Trade flows and trade policy after "1992" ' held at the Institut National de la Statistique et des Etudes Economiques (INSEE), Paris, on 16-18 January 1992]
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Emissions trading as a policy instrument : evaluation and prospects
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
5
European economy
5
Europäische Integrationsprobleme aus wirtschaftswissenschaftlicher Sicht
5
Handbook of econometrics ; Vol. 2
5
Monetäre Konfliktfelder der Weltwirtschaft : in Würzburg 1990
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Occasional paper series / European Central Bank
5
Progress in financial markets research
5
The Oxford handbook of economic forecasting
5
Transport research
5
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Die Europäische Union aus politökonomischer Perspektive
4
Econometric analysis of financial and economic time series ; part B
4
Econometric analysis of financial markets
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Economic papers
4
European governance
4
European monetary integration
4
European monetary policy
4
European regional growth : with 66 tables
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ECONIS (ZBW)
31
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1
State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
Saved in:
2
Practical filtering for stochastic volatility models
Stroud, Jonathan R.
;
Polson, Nicholas G.
;
Müller, Peter
- In:
State space and unobserved component models : theory …
,
(pp. 236-247)
.
2004
Persistent link: https://www.econbiz.de/10009719923
Saved in:
3
Resampling in state space models
Stoffer, David S.
;
Wall, Kent D.
- In:
State space and unobserved component models : theory …
,
(pp. 171-202)
.
2004
Persistent link: https://www.econbiz.de/10009719925
Saved in:
4
Test for cycles
Harvey, Andrew C.
- In:
State space and unobserved component models : theory …
,
(pp. 102-119)
.
2004
Persistent link: https://www.econbiz.de/10009719928
Saved in:
5
An introduction to particle filters
Maskell, Simon
- In:
State space and unobserved component models : theory …
,
(pp. 40-71)
.
2004
Persistent link: https://www.econbiz.de/10009719931
Saved in:
6
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
7
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
8
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
Analyse d'intervention et prévisions : problématique et application à des données de la RATP
Ferrara, Luigi
;
Guégan, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000996774
Saved in:
10
One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000956284
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