//--> //--> //--> //-->
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:"Forecasting model"
~subject:"Theorie"
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
Forecasting model
Theorie
State space model
23
Zustandsraummodell
23
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
ARCH-Modell
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
9
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Systematic review
1
Übersichtsarbeit
1
Language
All
English
19
Author
All
Bratu, Mihaela
2
Jawadi, Fredj
2
Audrino, Francesco
1
Bai, Jennie
1
Bos, Charles S.
1
Bu, Ruijun
1
Chan, Joshua
1
Chib, Siddhartha
1
Corsi, Fulvio
1
Creal, Drew
1
Eroğlu, Burak Alparslan
1
Filipova, Kameliya
1
Forbes, Catherine Scipione
1
Ftiti, Zied
1
Ghysels, Eric
1
Hartl, Tobias
1
Jucknewitz, Roland
1
Koopman, Siem Jan
1
Li, Yuyi
1
Louhichi, Waël
1
Mahieu, Ronald J.
1
Martin, Gael M.
1
Mesters, G.
1
Miller, J. Isaac
1
Ooms, Marius
1
Proietti, Tommaso
1
Ramamurthy, Srikanth
1
Riani, Marco
1
Shephard, Neil G.
1
Tims, Ben
1
Trokić, Mirza
1
Varin, Cristiano
1
Vidoni, Paolo
1
Wright, Jill
1
Wright, Jonathan H.
1
Yigit, Taner M.
1
more ...
less ...
Published in...
All
Acta Universitatis Danubius / Oeconomica
Econometric reviews
Discussion paper / Tinbergen Institute
70
International journal of forecasting
50
Journal of forecasting
42
Economic modelling
32
Computational economics
31
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Economics letters
27
Journal of econometrics
27
CAMA working paper series
23
Journal of economic dynamics & control
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finance research letters
12
Journal of applied econometrics
12
Applied economics
11
CESifo working papers
9
CREATES research paper
9
Discussion paper / Centre for Economic Policy Research
9
NBER Working Paper
9
Working paper series / European Central Bank
9
International review of economics & finance : IREF
8
Journal of macroeconomics
8
The econometrics journal
8
Bank of Finland research discussion papers
7
CAMA Working Paper
7
Discussion papers of interdisciplinary research project 373
7
European journal of operational research : EJOR
7
Finance and economics discussion series
7
International journal of financial engineering
7
Journal of empirical finance
7
Research paper series / Swiss Finance Institute
7
Tinbergen Institute Discussion Paper
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
Discussion paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
2
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
3
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:
4
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:
5
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:
6
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
7
DSGE models with student-t errors
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->