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Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle; Turatti, Douglas Eduardo - In: Economics letters 124 (2014) 3, pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
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A fast and stable method to compute the likelihood of time invariant state-space models
Casals, José; Sotoca, Sonia; Jerez, Miguel - In: Economics letters 65 (1999) 3, pp. 329-337
Persistent link: https://www.econbiz.de/10001422792
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A Beveridge-Nelson smoother
Proietti, Tommaso; Harvey, Andrew C. - In: Economics letters 67 (2000) 2, pp. 139-146
Persistent link: https://www.econbiz.de/10001471318
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Conditional forecasts on SVAR models using the Kalman filter
Camba-Méndez, Gonzalo - In: Economics letters 115 (2012) 3, pp. 376-378
Persistent link: https://www.econbiz.de/10009632391
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A wavelet analysis of international risk-sharing
Trezzi, Riccardo - In: Economics letters 118 (2013) 2, pp. 330-333
Persistent link: https://www.econbiz.de/10009708892
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Time scale evaluation of economic forecasts
Michis, Antonis A. - In: Economics letters 123 (2014) 3, pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
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Generalized adaptive expectations revisited
Sorge, Marco M. - In: Economics letters 120 (2013) 2, pp. 203-205
Persistent link: https://www.econbiz.de/10010127761
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What drives the nonlinearity of time series : a frequency perspective
Caraiani, Petre - In: Economics letters 125 (2014) 1, pp. 40-42
Persistent link: https://www.econbiz.de/10010504780
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10003380151
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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368