//--> //--> //-->
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
~language:"slk"
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:"Kalman filter"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kalman filter
1
augmented Phillips curve
1
bid and ask curves
1
cubic spline
1
electronic limit order book
1
functional time series
1
iterated Kalman filter
1
liquidity
1
non-accelerating inflation product
1
quasi-maximum likelihood
1
state space form
1
steady-state product
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Language
All
Slovak
English
4,153
Undetermined
670
German
31
Spanish
27
French
18
Portuguese
11
Polish
3
Romanian
3
Czech
2
Hungarian
1
Italian
1
Russian
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
Bowsher, Clive G.
1
Fukaè, Martin
1
Vašíèek, Osvald
1
Institution
All
Economics Group, Nuffield College, University of Oxford
1
Published in...
All
Czech Journal of Economics and Finance (Finance a uver)
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
Bowsher, Clive G.
-
Economics Group, Nuffield College, University of Oxford
-
2004
performed using quasi-maximum likelihood methods based on the
Kalman
filter
. The model is used to provide one of the first …
Persistent link: https://www.econbiz.de/10005687558
Saved in:
2
Makroekonomický model produktu neakcelerujícího inflaci
Fukaè, Martin
;
Vašíèek, Osvald
- In:
Czech Journal of Economics and Finance (Finance a uver)
52
(
2002
)
5
,
pp. 258-274
by the Czech Statistical Office. An iterated extended
Kalman
filter
is employed as an estimation method. The results …
Persistent link: https://www.econbiz.de/10008495652
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->