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State space model
Forecasting model
67
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Bayes-Statistik
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Journal of forecasting
Discussion paper / Tinbergen Institute
23
Journal of econometrics
21
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15
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of economic dynamics & control
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Wind power prediction based on wind speed forecast using hidden
Markov
model
Jahromi, Khatereh Ghasvarian
;
Gharavian, Davood
; …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10013465766
Saved in:
2
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
3
Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
Saved in:
4
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
5
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
6
Distributional Kalman filters for Bayesian forecasting and closed form recurrences
Smith, Jim Q.
;
Freeman, G.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10009233908
Saved in:
7
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
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