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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of applied econometrics"
~subject:"State space model"
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State space model
Zustandsraummodell
35
Estimation
13
Schätzung
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Theorie
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Time series analysis
8
Zeitreihenanalyse
8
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Kalman filter
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wavelet coherence
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wavelets
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Mansur Masih
4
Koopman, Siem Jan
3
Obiyathulla Ismath Bacha
3
Chan, Joshua
2
Dewandaru, Ginanjar
2
Masih, Mansur
2
Najeeb, Syed Faiq
2
Abdul Aziz Buriev
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Abul Mansur Mohammed Masih
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Ahn, Hie Joo
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Aloui, Chaker
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Andreasen, Martin Møller
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Christoffel, Kai
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Cigu, Elena
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Forbes, Catherine Scipione
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Grassi, Stefano
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Hammoudeh, Shawkat
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Haniff, Norazza M.
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Haque, Md. Mahmudul
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of applied econometrics
Discussion paper / Tinbergen Institute
94
Economic modelling
78
Economics letters
55
Computational economics
54
Journal of econometrics
53
International journal of forecasting
51
Energy economics
50
Journal of forecasting
44
Finance research letters
40
Journal of economic dynamics & control
40
CAMA working paper series
37
Applied economics
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
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
31
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics letters
30
International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Econometric reviews
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Working paper series / European Central Bank
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CREATES research paper
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Journal of empirical finance
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CESifo working papers
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Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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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International journal of finance & economics : IJFE
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Econometrics : open access journal
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Research in international business and finance
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ECONIS (ZBW)
35
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1
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
2
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni
;
Cavaliere, Giuseppe
;
Fanelli, Luca
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Saved in:
3
Contagion of capital markets in CEE countries : evidence from wavelet analysis
Cărăuşu, Dumitru Nicuşor
;
Filip, Bogdan Florin
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 618-641
Persistent link: https://www.econbiz.de/10012123340
Saved in:
4
A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
Aloui, Chaker
;
Hkiri, Besma
;
Hammoudeh, Shawkat
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 935-956
Persistent link: https://www.econbiz.de/10012123535
Saved in:
5
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
6
Do Islamic stock returns hedge against inflation? : a wavelet approach
Haniff, Norazza M.
;
Abul Mansur Mohammed Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2348-2366
Persistent link: https://www.econbiz.de/10012124725
Saved in:
7
Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches
Abdul Aziz Buriev
;
Dewandaru, Ginanjar
;
Mohd Pisal Zainal
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3272-3293
Persistent link: https://www.econbiz.de/10012125782
Saved in:
8
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
9
Estimation and solution of models with expectations and structural changes
Kulish, Mariano
;
Pagan, Adrian R.
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10011689766
Saved in:
10
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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