//--> //--> //-->
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:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Schätzung"
~type_genre:"Graue Literatur"
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:"State space models"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
State space model
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Zustandsraummodell
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
State space models
2
Big Data
1
Big data
1
Bruttoinlandsprodukt
1
Börsenkurs
1
Capital income
1
Dynamic Factor Models
1
Gross domestic product
1
Kapitaleinkommen
1
Mixed-Frequency Data
1
National income
1
Nationaleinkommen
1
Robust filtering
1
Saisonale Schwankungen
1
Saisonkomponente
1
Seasonal adjustment
1
Seasonal component
1
Seasonal variations
1
Share price
1
Shrinkage
1
State Space Models
1
Variable selection
1
Volatility
1
Volatilität
1
equitypremium
1
present-value models
1
score-driven models
1
time-varying parameters
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Delle Monache, Davide
1
Giovannelli, Alessandro
1
Petrella, Ivan
1
Proietti, Tommaso
1
Venditti, Fabrizio
1
Published in...
All
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
Working paper series / European Central Bank
CAMA working paper series
2
Discussion paper / Tinbergen Institute
2
Working paper
2
CAMP working paper series
1
DEP discussion papers : macroeconomics and finance series
1
Discussion papers / Bulgarian National Bank
1
Discussion papers / CEPR
1
Documents de travail / Banque de France
1
KDI policy study
1
KOF working papers
1
Melbourne Institute working paper series
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Ruhr economic papers
1
SBP working paper series
1
Temi di discussione / Banca d'Italia
1
Working paper series of the National Bank of Kazakhstan
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
In this paper we develop a general framework to analyze
state
space
models
with timevarying system matrices where time …
Persistent link: https://www.econbiz.de/10012156426
Saved in:
2
Nowcasting monthly GDP with big data : a model averaging approach
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012224870
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->