//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Estimation theory"
~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
Estimation theory
Forecasting model
State space model
56
Zustandsraummodell
56
Time series analysis
36
Zeitreihenanalyse
36
Theorie
32
Theory
32
Estimation
20
Schätzung
20
Volatility
15
Volatilität
15
Stochastic process
12
Stochastischer Prozess
12
Schätztheorie
10
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Kalman filter
6
Business cycle
5
Cointegration
5
Kointegration
5
Konjunktur
5
USA
5
United States
5
wavelets
5
Autocorrelation
4
Autokorrelation
4
Bayes-Statistik
4
Bayesian inference
4
Einheitswurzeltest
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Unit root test
4
wavelet
4
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Jawadi, Fredj
2
Ali, Abdul Aziz
1
Audrino, Francesco
1
Baruník, Jozef
1
Bohn Nielsen, Heino
1
Boubaker, Heni
1
Brune, Barbara
1
Bu, Ruijun
1
Bura, Efstathia
1
Canarella, Giorgio
1
Chen, Yi-Ting
1
Corsi, Fulvio
1
Filipova, Kameliya
1
Ftiti, Zied
1
Gupta, Rangan
1
Iwata, Shigeru
1
Jensen, Mark J.
1
Kang, Kyu Ho
1
Kim, Young Min
1
Koopman, Siem Jan
1
Kraicová, Lucie
1
Li, Han
1
Li, Jing
1
Li, Yuyi
1
Louhichi, Waël
1
Mesters, G.
1
Michis, Antonis
1
Miller, Stephen M.
1
Månsson, Kristofer
1
Ooms, Marius
1
Proietti, Tommaso
1
Sapatinas, Theofanis
1
Scherrer, Wolfgang
1
Shukur, Ghazi
1
Sun, Edward W.
1
Yu, Min-Teh
1
more ...
less ...
Published in...
All
Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
47
Journal of forecasting
36
Discussion paper / Tinbergen Institute
35
Journal of econometrics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Computational economics
18
Economic modelling
16
Economics letters
14
Energy economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
CAMA working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrics : open access journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
CESifo working papers
7
CREATES research paper
7
Applied economics
6
Journal of economic dynamics & control
6
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
6
Working paper series / European Central Bank
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance research letters
5
Journal of banking & finance
5
Journal of the American Statistical Association : JASA
5
KBI
5
NBER working paper series
5
Working paper
5
Applied economics letters
4
Discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Statistics Netherlands
4
European journal of operational research : EJOR
4
Finmap working paper
4
International journal of financial engineering
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of time series econometrics
4
NBER Working Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
2
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
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
A wavelet-based variance ratio unit root test for a system of equations
Ali, Abdul Aziz
;
Månsson, Kristofer
;
Shukur, Ghazi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012289399
Saved in:
7
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
8
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
9
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->