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Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model

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State-space implementation in forecasting carbon and gas prices in commodity markets

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Factor structural time series models for official statistics with an application to hours worked in Germany

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Autocorrelation in an unobservable global trend : does it help to forecast market returns?

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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models

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Applying state space models to stochastic claims reserving

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