//--> //--> //-->
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:"Acta Universitatis Danubius / Oeconomica"
~isPartOf:"Econometric reviews"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
State space model
23
Zustandsraummodell
23
Theorie
17
Theory
17
Time series analysis
17
Zeitreihenanalyse
17
Estimation
10
Schätzung
10
Kalman filter
7
Prognoseverfahren
7
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Estimation theory
5
Schätztheorie
5
Cointegration
4
Kointegration
4
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
ARCH model
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Forecast
2
Forecasting
2
Großbritannien
2
Induktive Statistik
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Japan
2
Konjunktur
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bratu, Mihaela
2
Jawadi, Fredj
2
Audrino, Francesco
1
Bu, Ruijun
1
Corsi, Fulvio
1
Filipova, Kameliya
1
Ftiti, Zied
1
Koopman, Siem Jan
1
Li, Yuyi
1
Louhichi, Waël
1
Mesters, G.
1
Ooms, Marius
1
Proietti, Tommaso
1
more ...
less ...
Published in...
All
Acta Universitatis Danubius / Oeconomica
Econometric reviews
International journal of forecasting
47
Journal of forecasting
34
Discussion paper / Tinbergen Institute
28
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Economic modelling
16
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
9
Economics letters
8
Journal of econometrics
8
CAMA working paper series
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
6
CESifo working papers
6
Finance research letters
6
Journal of empirical finance
6
International review of financial analysis
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European journal of operational research : EJOR
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of financial engineering
4
Journal of applied econometrics
4
Temi di discussione / Banca d'Italia
4
Working paper series / European Central Bank
4
ANU working papers in economics and econometrics
3
CREATES research paper
3
Discussion paper / Statistics Netherlands
3
Discussion papers / University of Kent, School of Economics
3
International journal of finance & economics : IJFE
3
Journal of financial econometrics
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Strathclyde discussion papers in economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The econometrics journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
2
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
3
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
4
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
5
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
6
The Kalman filter approach for estimating the natural enemployment rate in Romania
Bratu, Mihaela
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
1
,
pp. 148-159
Persistent link: https://www.econbiz.de/10010402245
Saved in:
7
Filters or holt winters technique to improve the forecasts for USA inflation rate?
Bratu, Mihaela
- In:
Acta Universitatis Danubius / Oeconomica
9
(
2013
)
1
,
pp. 126-136
Persistent link: https://www.econbiz.de/10010192392
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->