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Search: subject:"State space models"
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State space model
75
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75
Time series analysis
56
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54
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54
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43
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25
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3
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3
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3
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3
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3
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2
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2
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2
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1
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International journal of forecasting
10
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5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
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3
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2
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2
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2
Journal of empirical finance
2
Journal of macroeconomics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Business research quarterly : BRQ
1
CBN journal of applied statistics
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Economia : revista da ANPEC
1
Economia e sociedade : revista do Instituto de Economia da UNICAMP
1
Economic papers
1
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1
Empirica : journal of european economics
1
Energy economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Explorations in economic history : EEH
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International journal of economics and finance
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ECONIS (ZBW)
102
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
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:
4
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
5
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:
6
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:
7
On foreign drivers of emerging markets fluctuations
Bajraj, Gent
;
Lorca, Jorge
;
Wlasiuk, Juan Marcos
- In:
Economic modelling
129
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472070
Saved in:
8
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:
9
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:
10
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
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