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Search: subject:"State space models"
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Prognoseverfahren
state space models
90
Zustandsraummodell
71
State space model
60
Theorie
58
Zeitreihenanalyse
53
Time series analysis
50
state-space models
49
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47
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37
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30
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27
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26
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24
State Space Models
23
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factor models
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unit root
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Proietti, Tommaso
4
Mazzi, Gian Luigi
3
Bańbura, Marta
2
Delle Monache, Davide
2
Giannone, Domenico
2
Kapetanios, George
2
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2
Martin, Gael M.
2
Petrella, Ivan
2
Reichmuth, Wolfgang H.
2
Sarferaz, Samad
2
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2
Ungolo, Francesco
2
Venditti, Fabrizio
2
Zhou, Yuxin
2
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1
Ashwin, Peter
1
Athayde, Gustavo M. de
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Fatemi Ghomi, S. M. T.
1
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1
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1
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1
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1
Ghate, Chetan
1
Giovannelli, Alessandro
1
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1
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1
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1
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1
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ECONIS (ZBW)
26
EconStor
5
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1
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
2
Forecasting core inflation in India : a four-step approach
Choudhary, Rishabh
;
Ghate, Chetan
;
Meman, Md Arbaj
-
2023
Persistent link: https://www.econbiz.de/10014366169
Saved in:
3
Various core inflation estimates for Kazakhstan
Orlov, Konstantin
;
Sejdahmetov, Aņsar
-
2023
Persistent link: https://www.econbiz.de/10014326098
Saved in:
4
Extremum Monte Carlo filters : real-time signal extraction via simulation and regression
Blasques, Francisco
;
Koopman, Siem Jan
;
Moussa, Karim
-
2023
-
This version: March 23, 2023
This paper introduces a novel simulation-based filtering method for general
state
space
models
. It allows for the …
Persistent link: https://www.econbiz.de/10014247627
Saved in:
5
Distributional modeling and forecasting of natural gas prices
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10013465681
Saved in:
6
Variational Bayes in
state
space
models
: inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
7
Mortality forecasting using a Lexis-based state-space model
Andersson, Patrik
;
Lindholm, Mathias
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 519-548
Persistent link: https://www.econbiz.de/10012656701
Saved in:
8
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
9
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
10
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
In this paper we develop a general framework to analyze
state
space
models
with timevarying system matrices where time …
Persistent link: https://www.econbiz.de/10012156426
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