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Search: subject:"State Space Models"
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Subject
All
Zustandsraummodell
152
State space model
141
state space models
127
Theorie
119
Theory
108
Zeitreihenanalyse
101
Time series analysis
100
State space models
93
Prognoseverfahren
80
Forecasting model
75
state-space models
75
State-space models
64
Schätzung
50
Kalman filter
49
Estimation
47
Schätztheorie
43
Estimation theory
40
Stochastischer Prozess
38
Stochastic process
36
Bayes-Statistik
34
Bayesian inference
34
Volatilität
29
Volatility
28
State Space Models
26
Inflation
21
Gibbs sampler
18
Markov chain
18
Markov-Kette
18
forecasting
18
Bayesian
17
Business cycle
17
Konjunktur
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Monetary policy
15
stochastic volatility
15
Forecasting
14
Kalman Filter
14
USA
14
VAR model
14
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Online availability
All
Free
308
Undetermined
121
CC license
2
Type of publication
All
Book / Working Paper
306
Article
185
Other
1
Type of publication (narrower categories)
All
Working Paper
123
Article in journal
115
Aufsatz in Zeitschrift
115
Graue Literatur
67
Non-commercial literature
67
Arbeitspapier
63
Article
11
Thesis
2
research-article
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Hochschulschrift
1
Sammelwerk
1
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Language
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English
323
Undetermined
164
Portuguese
2
Spanish
2
Polish
1
Author
All
Proietti, Tommaso
22
Koopman, Siem Jan
19
Mazzi, Gian Luigi
11
Koop, Gary
10
Dijk, Herman K. van
9
Frale, Cecilia
9
Björk, Tomas
8
Gupta, Rangan
8
Lee, Kai Ming
8
Marcellino, Massimiliano
8
Mendieta-Muñoz, Ivan
8
Raknerud, Arvid
8
Snyder, Ralph D.
8
van Dijk, Herman K.
8
Kapetanios, George
7
Marczak, Martyna
7
Mazzi, Gianluigi
7
Delle Monache, Davide
6
Grassi, Stefano
6
Hammoudeh, Shawkat
6
Kim, Won Joong
6
Li, Mengheng
6
Lucas, André
6
Martin, Gael M.
6
Ord, J. Keith
6
Petrella, Ivan
6
Pozzi, Lorenzo
6
Sbrana, Giacomo
6
Venditti, Fabrizio
6
Akram, Muhammad
5
Beaumont, Adrian
5
Cross, Jamie
5
Giannone, Domenico
5
Hyndman, Rob J.
5
Schlicht, Ekkehart
5
Abanto-Valle, Carlos A.
4
Athanasopoulos, George
4
Cavicchioli, Maddalena
4
Daniels, Robert
4
Dijk, H.K. van
4
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Institution
All
Department of Econometrics and Business Statistics, Monash Business School
22
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Tinbergen Institute
8
Tinbergen Instituut
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Erasmus University Rotterdam, Econometric Institute
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Society for Computational Economics - SCE
4
Statistisk Sentralbyrå, Government of Norway
4
C.E.P.R. Discussion Papers
3
Department of Economics, European University Institute
3
Department of Economics, Faculty of Economic and Management Sciences
3
Econometric Society
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
School of Economics and Finance, Queen Mary
3
Université Paris-Dauphine (Paris IX)
3
Banco de la Republica de Colombia
2
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Department of Agricultural and Resource Economics, University of California-Berkeley
2
Department of Economics, George Washington University
2
Department of Economics, National University of Ireland
2
Department of Economics, Oxford University
2
Department of Economics, University of Pennsylvania
2
Dipartimento di Economia, Università Ca' Foscari Venezia
2
European Central Bank
2
Faculteit Economie en Bedrijfskunde, Universiteit Gent
2
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
School of Economics, University of Kent
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
de Nederlandsche Bank
2
Agricultural and Applied Economics Association - AAEA
1
BBVA Research, Grupo BBVA
1
Banca d'Italia
1
Banque de France
1
Business School, University of Sydney
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
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Published in...
All
Monash Econometrics and Business Statistics Working Papers
22
Tinbergen Institute Discussion Papers
16
International journal of forecasting
15
Tinbergen Institute Discussion Paper
12
Discussion paper / Tinbergen Institute
11
MPRA Paper
9
SSE/EFI Working Paper Series in Economics and Finance
9
Working Paper
7
International Journal of Forecasting
6
Annals of the Institute of Statistical Mathematics
5
Computational Statistics & Data Analysis
5
Discussion Papers
5
Econometric Institute Report
5
Econometric Institute Research Papers
5
Journal of econometrics
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
4
Econometrics
4
Econometrics : open access journal
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
CAMA working paper series
3
CEPR Discussion Papers
3
Documentos de Trabajo del ICAE
3
ECB Working Paper
3
Economics Working Papers / Department of Economics, European University Institute
3
Journal of Economic Studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Working Papers / School of Economics and Finance, Queen Mary
3
Working papers / Department of Economics, University of Utah
3
AStA Advances in Statistical Analysis
2
Borradores de Economia
2
CEIS Research Paper
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
2
Computational Statistics
2
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Source
All
RePEc
229
ECONIS (ZBW)
186
EconStor
71
BASE
4
Other ZBW resources
2
Showing
51
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60
of
492
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51
Seasonality in high frequency time series
Proietti, Tommaso
;
Pedregal, Diego J.
-
2021
Persistent link: https://www.econbiz.de/10012487964
Saved in:
52
Determinants of Bulgarian exports: the role of price and non-price competitiveness
Ivanov, Evgeni
;
Ivanova, Neli
-
2021
Persistent link: https://www.econbiz.de/10012546329
Saved in:
53
The discretization filter : a simple way to estimate nonlinear
state
space
models
Farmer, Leland E.
- In:
Quantitative economics : QE ; journal of the …
12
(
2021
)
1
,
pp. 41-76
filter, for approximating the likelihood of nonlinear, non-Gaussian
state
space
models
. I establish that the associated …
Persistent link: https://www.econbiz.de/10012432773
Saved in:
54
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
55
Precision-based sampling for
state
space
models
that have no measurement error
Mertens, Elmar
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
Saved in:
56
Econometric forecasting of tourist arrivals using Bayesian structural time-series
Andrews, Antony
;
Kimpton, Sean
- In:
Economic papers
42
(
2023
)
2
,
pp. 200-211
Persistent link: https://www.econbiz.de/10014365142
Saved in:
57
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
58
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
59
iETS : state space model for intermittent demand forecasting
Svetunkov, Ivan
;
Boylan, John E.
- In:
International journal of production economics
265
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014437626
Saved in:
60
Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim
;
Otterson, James
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
Saved in:
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