//--> //--> //-->
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:"Delle Monache, Davide"
~type:"article"
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:"State space models"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
State space model
2
State space models
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Börsenkurs
1
Capital income
1
Equity premium
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Likelihood
1
Present-value models
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Score-driven models
1
Share price
1
Sparse matrices
1
State smoothing
1
Time-varying parameters
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Delle Monache, Davide
Gupta, Rangan
4
Sbrana, Giacomo
4
Cavicchioli, Maddalena
3
Cross, Jamie
3
Gouvêa, Raphael Rocha
3
Hammoudeh, Shawkat
3
Kim, Won Joong
3
Li, Johnny Siu-Hang
3
Liu, Yanxin
3
Proietti, Tommaso
3
Schettini, Bernardo Patta
3
Svetunkov, Ivan
3
Yang, Yukai
3
Abanto-Valle, Carlos A.
2
Bauwens, Luc
2
Beaumont, Adrian
2
Beaumont, Adrian N.
2
Behnamian, J.
2
Boylan, John E.
2
Candido, Osvaldo
2
Chukhrova, Nataliya
2
Creal, Drew
2
De Silva, A
2
Doucet, Arnaud
2
Farmer, Leland E.
2
Forbes, Catherine
2
Frale, Cecilia
2
Francke, Marc
2
Hyndman, R
2
Inchauspe, Julian
2
Johannssen, Arne
2
Johansen, Søren
2
Karimi, B.
2
Koehler, Anne B.
2
Langrock, Roland
2
Li, Junye
2
MacDonald, Iain L.
2
Mazzi, Gian Luigi
2
McCausland, William J.
2
more ...
less ...
Published in...
All
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
2
Efficient matrix approach for classical inference in
state
space
models
Delle Monache, Davide
;
Petrella, Ivan
- In:
Economics letters
181
(
2019
),
pp. 22-27
Persistent link: https://www.econbiz.de/10012121833
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->