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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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Adaptive state space models with applications to the business cycle and financial stress
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
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2016
Persistent link: https://www.econbiz.de/10011586667
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2
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
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2015
Persistent link: https://www.econbiz.de/10011442792
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3
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2007
Persistent link: https://www.econbiz.de/10003413769
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