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  • Search: subject:"state space representation"
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Year of publication
Subject
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Theorie 12 Theory 12 Time series analysis 11 Zeitreihenanalyse 11 State space model 10 Zustandsraummodell 10 state space representation 10 VAR model 7 VAR-Modell 7 state-space representation 7 Forecasting model 6 Prognoseverfahren 6 cointegration 5 matrix spectral factorization 5 ARMA model 4 ARMA-Modell 4 Linear algebra 4 Lineare Algebra 4 State-space representation 4 unit roots 4 DSGE model 3 DSGE-Modell 3 Dynamic equilibrium 3 Dynamisches Gleichgewicht 3 Estimation 3 Forecasting 3 Frühindikator 3 Leading indicator 3 Schätzung 3 State space representation 3 Stochastic process 3 Stochastischer Prozess 3 block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation 3 canonical form 3 Affine Jump-Diffusion 2 Brasilien 2 Brazil 2 Bruttoinlandsprodukt 2 Business cycle 2 Börsenkurs 2
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Online availability
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Free 20 Undetermined 12 CC license 1
Type of publication
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Article 21 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2
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Language
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English 34 Undetermined 4
Author
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Bauer, Dietmar 6 Wagner, Martin 6 Zadrozny, Peter A. 5 Cavicchioli, Maddalena 2 Gómez Trejos, Felipe A. 2 Issler, João Victor 2 Kolasa, Marcin 2 Laeven, Roger J. A. 2 Matuschek, Lukas 2 Nonejad, Nima 2 Notini, Hilton Hostalácio 2 Raknerud, Arvid 2 Skare, Øivind 2 Vladimirov, Evgenii 2 Ysusi, Carla 2 Boswijk, H. Peter 1 Boswijk, Herman Peter 1 Czado, Claudia 1 Fakoor, Mehdi 1 Franchi, Massimo 1 Goto, Hiroyuki 1 Gouriéroux, Christian 1 Gyamerah, Samuel Asante 1 Högn, Ralph 1 Ikpe, Dennis 1 Jafari, Mohammad Haji 1 Jasiak, Joann 1 Kociñecki, Andrzej 1 Kocięcki, Andrzej 1 Kosari, Amirreza 1 Lee, Jae Won 1 Ohl, Ludwig 1 POEL, D. VAN DEN 1 PRINZIE, A. 1 Park, Woong-yong 1 Paruolo, Paolo 1 Ribeiro, Patrick de Matos 1 Risse, Marian 1 Shimada, Junji 1 Sithole, Yethu 1
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Institution
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Department Volkswirtschaftlehre, Universität Bern 4 Econometric Society 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Statistisk Sentralbyrå, Government of Norway 1
Published in...
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Diskussionsschriften 4 Economics letters 2 International Journal of Monetary Economics and Finance 2 Annals of economics and statistics 1 BLS working papers 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper Series 1 CFS working paper series 1 Computational economics 1 Discussion Paper 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Discussion paper / Tinbergen Institute 1 Econometric Society 2004 Far Eastern Meetings 1 Econometrics 1 Econometrics : open access journal 1 Energy economics 1 Ensaios econômicos 1 IEEE transactions on engineering management : EM 1 International journal of financial engineering 1 Journal of econometrics 1 Journal of empirical finance 1 Journal of forecasting 1 Opsearch : journal of the Operational Research Society of India 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas 1 Revista de Ciencias Económicas 1 Revista de ciencias económicas 1 The North American journal of economics and finance : a journal of financial economics studies 1 Tinbergen Institute Discussion Paper 1 Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 1
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Source
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ECONIS (ZBW) 21 RePEc 10 EconStor 7
Showing 11 - 20 of 38
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Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
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System reduction of dynamic stochastic general equilibrium models solved by gensys
Lee, Jae Won; Park, Woong-yong - In: Economics letters 199 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10012605872
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Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.
Zadrozny, Peter A. - 2016
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011480467
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Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrosny, Peter A. - 2016
Persistent link: https://www.econbiz.de/10011539924
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Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrozny, Peter A. - 2016
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011459174
Saved in:
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Analysis of virus transmission : a stochastic transition model representation of epidemiological models
Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 140 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012602598
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Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011412895
Saved in:
Cover Image
Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011411362
Saved in:
Cover Image
On the role of expectations in Costa Rican business cycle: an econometric research
Gómez Trejos, Felipe A. - In: Revista de Ciencias Económicas 32 (2014) 06
relationship between expected outputvariability and economic fluctuations. Furthermore, a state-space representation of aRational …
Persistent link: https://www.econbiz.de/10011133491
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Estimating brazilian monthly GDP : a state-space approach
Issler, João Victor; Notini, Hilton Hostalácio - 2013
Persistent link: https://www.econbiz.de/10011455829
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