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  • Search: subject:"State space modeling"
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Year of publication
Subject
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Zustandsraummodell 11 State space model 10 State-space modeling 9 Theorie 9 Theory 9 Estimation 7 Schätzung 7 Zeitreihenanalyse 7 Time series analysis 6 Forecasting model 5 Prognoseverfahren 5 state space modeling 5 State Space Modeling 4 State space modeling 4 Stochastic process 4 Stochastischer Prozess 4 binomial time series 4 continuous time modelling 4 non-Gaussian state space modeling 4 nonlinear panel data model 4 recidivism behavior 4 Forecast 3 Kalman Filter 3 Prognose 3 Volatility 3 Volatilität 3 Baxter-King filter 2 Bayes-Statistik 2 Bayesian global vector autoregressive model 2 Bayesian inference 2 CAPM 2 Economic forecast 2 Estimation theory 2 Experten 2 Experts 2 Frühindikator 2 Leading indicator 2 Method of moments 2 Momentenmethode 2 Monte Carlo simulation 2
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Online availability
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Free 16 Undetermined 12
Type of publication
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Article 18 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 6 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Article 1 Hochschulschrift 1
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Language
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English 22 Undetermined 9
Author
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Koopman, Siem Jan 4 Lucas, André 4 Ooms, Marius 4 Montfort, Kees van 3 Nibbering, Didier 3 Paap, Richard 3 Geest, Victor van der 2 Pfarrhofer, Michael 2 Pošta, Vit 2 Rambaccussing, Dooruj 2 Wel, Michel van der 2 Xu, Wen 2 Al-Haddad, Kamal 1 Alam, M.S. 1 Becherif, M. 1 Candido, Osvaldo 1 Elamin, Niematallah 1 Fnaiech, Farhat 1 Fukushige, Mototsugu 1 Gaagat, S. 1 Geest, Victor René van der 1 Giordani, Paolo 1 Griffin, Tori M. 1 Hagerman, Amy D. 1 Hissel, D. 1 Ibikunle, Gbenga 1 Inman, Ruth 1 Jansen, Robert 1 Kanaan, Hadi Youssef 1 Klinenberg, Danny 1 Lambert, Dayton M. 1 Mittnik, Stefan 1 Moneva, José M. 1 Neto, Alberto Ronchi 1 Ortas, Eduardo 1 Oud, Johan 1 Pedersen, B.J. 1 Perron, Pierre 1 Piccotti, Louis R. 1 Rzayev, Khaladdin 1
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Institution
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Departament d'Estructura Econòmica, Facultad de Economía 1 School of Economics and Management, University of Aarhus 1 Sveriges Riksbank 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Renewable Energy 3 Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Tinbergen Institute Discussion Papers 2 Asia-Pacific journal of regional science 1 CREATES Research Papers 1 Eastern European economics 1 Eastern economic journal 1 Econometrics 1 Econometrics : open access journal 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy 1 International journal of forecasting 1 Journal of agricultural and applied economics : JAEE 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial markets 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Psychometrika 1 The empirical economics letters : a monthly international journal of economics 1 Working Paper Series / Sveriges Riksbank 1 Working Papers / Departament d'Estructura Econòmica, Facultad de Economía 1 Working Papers in Economics 1 Working papers in economics 1
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Source
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ECONIS (ZBW) 15 RePEc 12 EconStor 4
Showing 21 - 30 of 31
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Semi-structural estimates of time-varying NAIRU based on the new Keynesian Phillips curve : evidence from Eastern European economies
Pošta, Vit - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1217-1243
Persistent link: https://www.econbiz.de/10011376996
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Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; van … - 2007
We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed into a systematic and an individual-specific component, of which the systematic component reflects the general time-varying conditions including the criminological climate....
Persistent link: https://www.econbiz.de/10010325431
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Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; … - Tinbergen Instituut - 2007
This discussion paper led to an article in the <I>Statistica Neerlandica</I> (2008). Vol. 62, issue 1, pages 104-130.<P> We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed into a systematic and an individual-specific component, of which...</p></i>
Persistent link: https://www.econbiz.de/10011256683
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Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; … - Tinbergen Institute - 2007
We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed into a systematic and an individual-specific component, of which the systematic component reflects the general time-varying conditions including the criminological climate....
Persistent link: https://www.econbiz.de/10005144538
Saved in:
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Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; … - 2007
We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed into a systematic and an individual-specific component, of which the systematic component reflects the general time-varying conditions including the criminological climate....
Persistent link: https://www.econbiz.de/10011372520
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The Clean Techs equity indexes at stake: Risk and return dynamics analysis
Ortas, Eduardo; Moneva, José M. - In: Energy 57 (2013) C, pp. 259-269
The goal of this paper is to measure the financial performance of 21 primary Clean Techs (CT) equity indexes, covering the primary energy markets worldwide. We use a modified state-space market model to recursively estimate the risk/return performance of each index, and two market benchmarks are...
Persistent link: https://www.econbiz.de/10010810643
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Electrical equivalent model of a proton exchange membrane fuel cell with experimental validation
Becherif, M.; Hissel, D.; Gaagat, S.; Wack, M. - In: Renewable Energy 36 (2011) 10, pp. 2582-2588
In this paper, an equivalent electrical circuit of the pneumatics and fluidics in a fuel cell stack is developed. This model combines the simplicity of an electrical circuit and attempts to model the physical phenomenon occurring inside the fuel cell. The effect of variation in temperature and...
Persistent link: https://www.econbiz.de/10010805471
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Multivariable wind modeling in state space
Teimouri-Sichani, M.; Pedersen, B.J. - In: Renewable Energy 36 (2011) 7, pp. 1964-1972
which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space … modeling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the …
Persistent link: https://www.econbiz.de/10010805503
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Reliability modeling and analysis of stand-alone PEM fuel cell power plants
Tanrioven, M.; Alam, M.S. - In: Renewable Energy 31 (2006) 7, pp. 915-933
This paper presents a methodology for modeling and calculating PEM FCPP reliability. It includes the development of a state-space method to calculate the stand-alone PEM FCPP reliability using Markov Model (MM). The state-space method includes different states such as operation, derated, fully...
Persistent link: https://www.econbiz.de/10010805293
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A study on the effects of the neutral inductor on the modeling and performance of a four-wire three-phase/switch/level fixed-frequency rectifier
Kanaan, Hadi Youssef; Al-Haddad, Kamal; Fnaiech, Farhat - In: Mathematics and Computers in Simulation (MATCOM) 71 (2006) 4, pp. 487-498
This paper presents a performance evaluation of three-phase, three-switch, three-level, fixed-frequency pulse-width-modulated (PWM) rectifier, when an inductive connection is added between the DC-side capacitive mid-point and the AC-side source neutral. A new continuous-mode model that takes...
Persistent link: https://www.econbiz.de/10010749165
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