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Search: subject:"State space model"
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State space model
3,938
Zustandsraummodell
3,885
Theorie
1,551
Theory
1,546
Zeitreihenanalyse
1,435
Time series analysis
1,432
Schätzung
966
Estimation
960
Prognoseverfahren
710
Forecasting model
706
Estimation theory
542
Schätztheorie
542
Volatility
523
Volatilität
522
Kalman filter
423
Stochastischer Prozess
339
Stochastic process
336
Bayesian inference
332
USA
332
United States
327
Bayes-Statistik
323
Business cycle
306
Konjunktur
302
Aktienmarkt
253
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253
Börsenkurs
227
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227
Monte Carlo simulation
221
Monte-Carlo-Simulation
221
Kapitaleinkommen
216
Capital income
215
Inflation
215
Yield curve
211
Monetary policy
208
Zinsstruktur
206
Geldpolitik
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Welt
197
Markov chain
196
Markov-Kette
196
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Free
1,823
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1,166
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103
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2,305
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1,933
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4
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2,104
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1,112
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1,106
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1,106
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1,064
Aufsatz im Buch
80
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80
Hochschulschrift
70
Thesis
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Collection of articles written by one author
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English
3,994
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Author
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Koopman, Siem Jan
149
Koop, Gary
63
Tiwari, Aviral Kumar
49
Chan, Joshua
45
Harvey, Andrew C.
29
Proietti, Tommaso
29
Kapetanios, George
28
Lucas, André
27
Grassi, Stefano
26
Gupta, Rangan
25
Schorfheide, Frank
25
Crowley, Patrick M.
23
Dijk, Herman K. van
23
Martin, Gael M.
22
Wel, Michel van der
22
Korobilis, Dimitris
21
Marcellino, Massimiliano
20
Snyder, Ralph D.
20
Hyndman, Rob J.
19
Zadrozny, Peter A.
19
Bos, Charles S.
18
Ramsey, James B.
17
Shephard, Neil G.
17
Strachan, Rodney W.
17
Casarin, Roberto
16
Chan, Joshua C. C.
16
Gallegati, Marco
16
Aloui, Chaker
15
Fernández-Villaverde, Jesús
15
Forbes, Catherine Scipione
15
Liesenfeld, Roman
15
Marczak, Martyna
15
Nakajima, Jouchi
15
Wohar, Mark E.
15
Aguiar-Conraria, Luís
14
Mandler, Martin
14
Ooms, Marius
14
Potter, Simon M.
14
Soares, Maria Joana
14
Dar, Arif Billah
13
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National Bureau of Economic Research
20
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Department of Econometrics and Business Statistics, Monash Business School
9
Scottish Institute for Research in Economics (SIRE)
9
Economics Department, University of Strathclyde
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Tinbergen Instituut
6
University of Strathclyde / Department of Economics
5
Department of Economics, University of Pennsylvania
4
Econometric Society
4
European Commission / Statistical Office of the European Communities
4
European University Institute / Department of Economics
4
Queen Mary College / Department of Economics
4
Tinbergen Institute
4
Department of Economics, Iowa State University
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European Commission / Joint Research Centre
3
Institute for Monetary and Economic Studies, Bank of Japan
3
School of Economics and Management, University of Aarhus
3
School of Economics and Political Science, Universität St. Gallen
3
Banco de España
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Crawford School of Public Policy, Australian National University
2
EconWPA
2
European Central Bank
2
Federal Reserve Bank of St. Louis
2
Finance Discipline Group, Business School
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska Institutionen <Göteborg>
2
Nepal Rastra Bank
2
Nuffield College
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Economics and Finance, Queen Mary
2
University of Cambridge / Department of Applied Economics
2
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Discussion paper / Tinbergen Institute
98
Economic modelling
85
Computational economics
59
Journal of econometrics
59
International journal of forecasting
58
Economics letters
57
Energy economics
55
Journal of forecasting
51
Journal of economic dynamics & control
44
Finance research letters
42
Applied economics letters
41
Applied economics
40
CAMA working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Working paper / Department of Econometrics and Business Statistics, Monash University
35
International review of economics & finance : IREF
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
The North American journal of economics and finance : a journal of financial economics studies
31
Working paper
28
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Working paper series / European Central Bank
22
Econometric reviews
21
Finance and economics discussion series
21
Journal of applied econometrics
21
CREATES research paper
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of empirical finance
18
CAMA Working Paper
17
CESifo working papers
17
NBER Working Paper
17
Bank of Finland research discussion papers
16
ECB Working Paper
16
NBER working paper series
16
Tinbergen Institute Discussion Paper
16
International Journal of Energy Economics and Policy : IJEEP
15
Journal of macroeconomics
15
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
14
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Source
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ECONIS (ZBW)
3,958
RePEc
210
EconStor
57
BASE
13
ArchiDok
2
Other ZBW resources
2
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4241
Credibility theory and Kalman filtering with extensions
Mehra, R. K.
-
1975
Persistent link: https://www.econbiz.de/10002439697
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4242
A reduced dimensionality method for the steady-state Kalman filter
Casti, John L.
-
1975
Persistent link: https://www.econbiz.de/10001987039
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