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State space model
Zustandsraummodell
68
Time series analysis
38
Zeitreihenanalyse
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Theorie
33
Theory
33
Estimation
15
Schätzung
15
Kalman filter
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Boubaker, Heni
5
Li, Yushu
3
Tiwari, Aviral Kumar
3
Aloui, Chaker
2
Chen, Yi-Ting
2
Hudgins, David
2
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2
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2
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1
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1
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1
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Computational economics
Research in international business and finance
Discussion paper / Tinbergen Institute
95
Economic modelling
80
Economics letters
55
International journal of forecasting
54
Journal of econometrics
53
Energy economics
52
Finance research letters
48
Journal of forecasting
44
Journal of economic dynamics & control
41
CAMA working paper series
37
Applied economics
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
International review of economics & finance : IREF
31
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics letters
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27
Discussion paper / Centre for Economic Policy Research
22
International review of financial analysis
22
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20
Finance and economics discussion series
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18
CREATES research paper
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Journal of empirical finance
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CESifo working papers
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International journal of finance & economics : IJFE
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Bank of Finland research discussion papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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NBER Working Paper
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NBER working paper series
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Econometrics : open access journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Interdependence between foreign exchange rate and international reserves : fresh evidence from China
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Research in international business and finance
69
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015052405
Saved in:
2
Resilient control for macroeconomic models
Hudgins, David
;
Crowley, Patrick M.
- In:
Computational economics
61
(
2023
)
4
,
pp. 1403-1431
Persistent link: https://www.econbiz.de/10014327063
Saved in:
3
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
4
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
5
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
6
Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George
;
Maurer, Frantz
- In:
Computational economics
62
(
2023
)
3
,
pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
Saved in:
7
Are the eurozone financial and business cycles convergent across time and frequency?
Mansour-Ibrahim, Dalia
- In:
Computational economics
61
(
2023
)
1
,
pp. 389-427
Persistent link: https://www.econbiz.de/10014228435
Saved in:
8
Integrating wavelet decomposition and fuzzy transformation for improving the accuracy of forecasting crude oil price
Saghi, Faramarz
;
Rezaee, Mustafa Jahangoshai
- In:
Computational economics
61
(
2023
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10014228453
Saved in:
9
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam
;
Sapena, Juan
;
Tamarit …
- In:
Computational economics
56
(
2020
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Saved in:
10
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
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