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  • Search: subject:"State–space estimation"
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Year of publication
Subject
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state-space estimation 8 linear model 6 moments estimation 6 time-varying coefficients 6 Schätzung 5 Estimation 4 Kalman filtering 4 Zustandsraummodell 4 penalized least squares 4 time-series analysis 4 Estimation theory 3 Schätztheorie 3 State space model 3 Time series analysis 3 Time-series analysis 3 Zeitreihenanalyse 3 Heteroskedastizität 2 Identification through heteroskedasticity 2 Phillips curve 2 Phillips-Kurve 2 State-space estimation 2 identification through heteroskedasticity 2 non-accelerating inflation rate of unemployment 2 trend inflation 2 Deutschland 1 HP-Filter 1 Heteroscedasticity 1 Inflation–unemployment trade-off 1 Inlation-unemployment trade-off 1 Linear model 1 Moments estimation. Kalman filtering 1 Natürliche Arbeitslosigkeit 1 Penalized least squares 1 Schock 1 Shock 1 State–space estimation 1 Structural break 1 Strukturbruch 1 Theorie 1 Theory 1
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Online availability
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Free 9 Undetermined 1
Type of publication
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Book / Working Paper 8 Article 3
Type of publication (narrower categories)
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Working Paper 6 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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English 10 Undetermined 1
Author
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Schlicht, Ekkehart 7 Kajuth, Florian 4
Institution
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Deutsche Bundesbank 1
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Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper series / IZA 1 Economics : the open-access, open-assessment e-journal 1 Economics Discussion Papers 1 IZA Discussion Papers 1 Journal of Macroeconomics 1 Journal of macroeconomics 1 Journal of the Korean Statistical Society 1 Munich Discussion Paper 1 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 1
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Source
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EconStor 5 ECONIS (ZBW) 4 RePEc 2
Showing 11 - 11 of 11
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Identifying the Phillips curve through shifts in volatility
Kajuth, Florian - In: Journal of macroeconomics 34 (2012) 4, pp. 975-991
Persistent link: https://www.econbiz.de/10009703312
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