//--> //--> //--> //-->
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
~person:"Chan, Joshua"
~person:"Schwaab, Bernd"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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:"Kalman filter"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
State space model
23
Zustandsraummodell
23
Estimation
12
Schätzung
12
Stochastic process
10
Stochastischer Prozess
10
Theorie
10
Theory
10
Volatility
9
Volatilität
9
Bayes-Statistik
8
Bayesian inference
8
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
7
Prognoseverfahren
7
USA
7
United States
7
Credit risk
6
Kreditrisiko
6
Bayesian model comparison
5
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Co-heteroscedasticity
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Financial crisis
3
Finanzkrise
3
Flexible Parametric Model
3
Gibbs Sampling
3
Inflation
3
Inflation rate
3
Inflationsrate
3
Markov Chain Monte Carlo
3
Multivariate Analyse
3
Multivariate analysis
3
Particle Filter
3
more ...
less ...
Online availability
All
Free
22
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Non-commercial literature
Rezension
Graue Literatur
23
Arbeitspapier
18
Working Paper
18
Article in journal
14
Aufsatz in Zeitschrift
14
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
23
Author
All
Chan, Joshua
Schwaab, Bernd
Koopman, Siem Jan
75
Koop, Gary
15
Lucas, André
14
Grassi, Stefano
13
Martin, Gael M.
13
Wel, Michel van der
13
Kapetanios, George
12
Forbes, Catherine Scipione
11
Schorfheide, Frank
11
Snyder, Ralph D.
11
Brakel, Jan A. van den
10
Chan, Joshua C. C.
10
Dijk, Herman K. van
10
Marcellino, Massimiliano
10
Proietti, Tommaso
10
Bos, Charles S.
9
Hyndman, Rob J.
9
Ooms, Marius
9
Schlicht, Ekkehart
9
Shephard, Neil G.
9
Zadrozny, Peter A.
9
Fernández-Villaverde, Jesús
8
Hindrayanto, Irma
8
Jungbacker, Borus
8
Rubio-Ramírez, Juan Francisco
8
Strachan, Rodney W.
8
Andreasen, Martin Møller
7
Crowley, Patrick M.
7
Delle Monache, Davide
7
Nakajima, Jouchi
7
Pagan, Adrian R.
7
Schulz, Rainer
7
Casarin, Roberto
6
Coenen, Günter
6
Dungey, Mardi H.
6
Fiorentini, Gabriele
6
Gupta, Rangan
6
Laubach, Thomas
6
more ...
less ...
Published in...
All
CAMA working paper series
13
Discussion paper / Tinbergen Institute
5
GRIPS discussion papers
2
Federal Reserve Bank of Cleveland working paper series
1
Research series / Universiteit van Amsterdam
1
Tinbergen Institute research series
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
3
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
9
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->