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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model, such as the univariate administrative series...
Persistent link: https://www.econbiz.de/10013245231
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State space time series modelling of the Dutch labour force survey : model selection and MSE estimation : extended version
Bollineni-Balabay, Oksana; Brakel, Jan A. van den; … - 2016
Persistent link: https://www.econbiz.de/10011544502
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Multilevel Hierarchical Bayesian vs. State Space Approach in Time Series Small Area Estimation : the Dutch Travel Survey
Bollineni-Balabay, Oksana; Brakel, Jan A. van den; … - 2016
Persistent link: https://www.econbiz.de/10011444582
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A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2019
Persistent link: https://www.econbiz.de/10012174737
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A dynamic factor model approach to incorporate big data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2020
Persistent link: https://www.econbiz.de/10012174830
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model, such as the univariate administrative series...
Persistent link: https://www.econbiz.de/10012434085
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Persistent link: https://www.econbiz.de/10012436055
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Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency domain
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
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Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
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On the relationship between oil price and exchange rates : a wavelet analysis
Uddin, Mohammed Gazi Salah; Tiwari, Aviral Kumar; … - In: Economic modelling 35 (2013), pp. 502-507
Persistent link: https://www.econbiz.de/10010336761