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~person:"Lucas, André"
~person:"Grassi, Stefano"
~isPartOf:"Journal of applied econometrics"
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State space model
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Zustandsraummodell
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Bayes-Statistik
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Lucas, André
Grassi, Stefano
Koopman, Siem Jan
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Chan, Joshua
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Angelini, Giovanni
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
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Discussion papers / University of Kent, School of Economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
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