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~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
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Kalman filter
2
Backward representation
1
Confidence intervals
1
Index policy
1
Kalman Filter
1
Local Level Model
1
Marginal productivity (MP) index
1
Multitarget tracking
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Phased array radar
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Quasi-Maximum Likelihood
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Radar scheduling
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Real-state multiarmed restless bandit problems (MARBP)
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Scaled track-error variance (STEV)
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Ruiz, Esther
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Niño-Mora, José
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Poncela, Pilar
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Rodriguez, Alejandro
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Villar, Sofía S.
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Departamento de Estadistica, Universidad Carlos III de Madrid
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
38
C.E.P.R. Discussion Papers
22
Tinbergen Instituut
22
National Bureau of Economic Research
18
EconWPA
17
Society for Computational Economics - SCE
17
Tinbergen Institute
16
European Central Bank
13
Econometric Society
11
School of Economics and Management, University of Aarhus
9
Université Paris-Dauphine (Paris IX)
9
Department of Econometrics and Business Statistics, Monash Business School
8
Department of Economics, Oxford University
8
HAL
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Deutsche Bundesbank
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Banca d'Italia
6
Banque de France
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Economics Group, Nuffield College, University of Oxford
6
Centro de Estudios Monetarios y Financieros (CEMFI)
5
Faculty of Economics, University of Cambridge
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Tilburg University, Center for Economic Research
5
University of Strathclyde / Department of Economics
5
CESifo
4
Center for Financial Studies
4
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
4
Faculteit Economie en Bedrijfskunde, Universiteit Gent
4
Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung
4
Magyar Nemzeti Bank (MNB)
4
Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar
4
Queen Mary College / Department of Economics
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Türkiye Cumhuriyet Merkez Bankası
4
Université Paris-Dauphine
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de Nederlandsche Bank
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Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
3
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Economics Department, Queen's University
3
Economics Department, University of Missouri
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Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
Ruiz, Esther
;
Poncela, Pilar
-
Departamento de Estadistica, Universidad Carlos III de …
-
2015
-sectional dimensions are highly correlated. On the other hand, given the cross-sectional dimension, the Maximum Likelihood
Kalman
filter
…
Persistent link: https://www.econbiz.de/10011188893
Saved in:
2
Multitarget tracking via restless bandit marginal productivity indices and
Kalman
Filter
in discrete time
Niño-Mora, José
;
Villar, Sofía S.
-
Departamento de Estadistica, Universidad Carlos III de …
-
2010
, which therefore allows for the use of the
Kalman
Filter
for track estimation. The paper exploits the natural problem …
Persistent link: https://www.econbiz.de/10008509907
Saved in:
3
Bootstrap prediction intervals in State Space models
Rodriguez, Alejandro
;
Ruiz, Esther
-
Departamento de Estadistica, Universidad Carlos III de …
-
2008
equations of the
Kalman
filter
, where the true parameters are substituted by consistent estimates. This approach has two …
Persistent link: https://www.econbiz.de/10005249596
Saved in:
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