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~person:"Proietti, Tommaso"
~subject:"State space model"
~type_genre:"Aufsatz in Zeitschrift"
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State space model
Zustandsraummodell
8
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5
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4
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4
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4
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Proietti, Tommaso
Tiwari, Aviral Kumar
46
Koopman, Siem Jan
29
Aloui, Chaker
13
Chan, Joshua
13
Ur Rehman, Mobeen
13
Dar, Arif Billah
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10
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10
Živkov, Dejan
10
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9
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8
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8
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Mansur Masih
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8
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Xuan Vinh Vo
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7
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7
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7
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7
Karlsson, Hyunjoo Kim
7
Poncela, Pilar
7
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7
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7
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7
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6
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International journal of forecasting
3
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1
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1
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ECONIS (ZBW)
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1
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:
2
A systemic approach to estimating the output gap for the Italian economy
Proietti, Tommaso
;
Fioramanti, Marco
;
Frale, Cecilia
; …
- In:
Comparative economic studies
62
(
2020
)
3
,
pp. 465-493
Persistent link: https://www.econbiz.de/10012589645
Saved in:
3
Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 683-703
Persistent link: https://www.econbiz.de/10011694793
Saved in:
4
Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna
;
Proietti, Tommaso
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
Saved in:
5
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
6
Temporal disaggregation by state space methods : dynamics regression methods revisited
Proietti, Tommaso
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10003390157
Saved in:
7
A Beveridge-Nelson smoother
Proietti, Tommaso
;
Harvey, Andrew C.
- In:
Economics letters
67
(
2000
)
2
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001471318
Saved in:
8
Comparing seasonal components for structural time series models
Proietti, Tommaso
- In:
International journal of forecasting
16
(
2000
)
2
,
pp. 247-260
Persistent link: https://www.econbiz.de/10001476898
Saved in:
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