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~person:"Hall, Stephen G."
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Search: subject_exact:"Zustandsraummodell"
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State space model
11
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Hall, Stephen G.
Koopman, Siem Jan
153
Tiwari, Aviral Kumar
50
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30
Chan, Joshua
29
Kapetanios, George
28
Proietti, Tommaso
24
Crowley, Patrick M.
22
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22
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21
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21
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20
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19
Wel, Michel van der
19
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18
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18
Snyder, Ralph D.
18
Bos, Charles S.
17
Fernández-Villaverde, Jesús
16
Forbes, Catherine Scipione
16
Ooms, Marius
16
Shephard, Neil G.
16
Hyndman, Rob J.
15
Marcellino, Massimiliano
15
Strachan, Rodney W.
15
Aloui, Chaker
14
Dar, Arif Billah
14
Jungbacker, Borus
14
Aguiar-Conraria, Luís
13
Hindrayanto, Irma
13
Liesenfeld, Roman
13
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13
Soares, Maria Joana
13
Bhanja, Niyati
12
Delle Monache, Davide
12
Dijk, Herman K. van
12
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12
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ECONIS (ZBW)
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1
Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
-
2023
Persistent link: https://www.econbiz.de/10014249603
Saved in:
2
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
3
Inflation and business cycle convergence in the Euro area : empirical analysis using an unobserved component model
Hall, Stephen G.
;
Lagoa, Sérgio
- In:
Open economies review
25
(
2014
)
5
,
pp. 885-908
Persistent link: https://www.econbiz.de/10010486526
Saved in:
4
Rational expectations and near rational alternatives : how best to form expectations
Beeby, M.
;
Hall, Stephen G.
;
Henry, S. B.
-
2001
Persistent link: https://www.econbiz.de/10013434394
Saved in:
5
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Economic modelling
22
(
2005
)
2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10002636882
Saved in:
6
Creating high-frequency national accounts with state-space modelling : a Monte Carlo experiment
Liu, Hong
;
Hall, Stephen G.
- In:
Journal of forecasting
20
(
2001
)
6
,
pp. 441-449
Persistent link: https://www.econbiz.de/10001611476
Saved in:
7
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
Saved in:
8
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
Saved in:
9
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726272
Saved in:
10
Modelling structural change using the Kalman filter
Hall, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000137101
Saved in:
11
A note on the estimation of GARCH-M models using the Kalman filter
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10013445974
Saved in:
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