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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Economics letters"
~person:"Hahn, Jinyong"
~person:"Koopman, Siem Jan"
~person:"Tran-van-Hoa"
~subject:"Kalman filter"
~subject:"Schätztheorie"
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Estimation theory
Kalman filter
Schätztheorie
Theorie
16
Theory
16
Time series analysis
5
Zeitreihenanalyse
5
Estimation
2
Schätzung
2
State space model
2
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2
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Band-pass filter
1
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Hahn, Jinyong
Koopman, Siem Jan
Tran-van-Hoa
Steel, Mark F. J.
11
Giles, David E. A.
8
Osiewalski, Jacek
7
Werker, Bas J. M.
7
Drost, Feike C.
6
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Li, Qi
6
Soest, Arthur van
6
Groenendaal, Willem J. van
5
Krämer, Walter
5
Lee, Myoung-jae
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Verbeek, Marno
5
Hassler, Uwe
4
Härdle, Wolfgang
4
Melenberg, Bertrand
4
Nijman, Theodore E.
4
Phillips, Garry D. A.
4
Ullah, Aman
4
Wooldridge, Jeffrey M.
4
Čížek, Pavel
4
Abeysinghe, Tilak
3
Baltagi, Badi H.
3
Chib, Siddhartha
3
Cribari-Neto, Francisco
3
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3
Dolado, Juan J.
3
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3
Godfrey, L. G.
3
Gonzalo, Jesús
3
Hall, Alastair R.
3
Kalwij, Adriaan S.
3
King, Maxwell L.
3
Kniesner, Thomas J.
3
Kuan, Chung-ming
3
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Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Discussion paper / Tinbergen Institute
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
2
International journal of forecasting
2
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2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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2
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1
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1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
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1
Financial Institutions Center
1
International economic review
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Technical working paper / National Bureau of Economic Research
1
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
1
The review of economic studies
1
The review of economics and statistics
1
WTO and world trade : challenges in a new era : with 47 figures and 23 tables
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper / University of Wollongong, Department of Economics
1
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ECONIS (ZBW)
13
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date (oldest first)
1
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
2
Does Jeffrey's prior alleviate the incidental parameter problem?
Hahn, Jinyong
- In:
Economics letters
82
(
2004
)
1
,
pp. 135-138
Persistent link: https://www.econbiz.de/10001877654
Saved in:
3
Discontinuities of weak instrument limiting distributions
Hahn, Jinyong
;
Kuersteiner, Guido M.
- In:
Economics letters
75
(
2002
)
3
,
pp. 325-331
Persistent link: https://www.econbiz.de/10001667185
Saved in:
4
Jackknife minimum distance estimation
Kézdi, Gábor
;
Hahn, Jinyong
;
Solon, Gary
- In:
Economics letters
76
(
2002
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001672029
Saved in:
5
A consistent semiparametric estimation of the consumer surplus distribution
Foster, Andrew D.
;
Hahn, Jinyong
- In:
Economics letters
69
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001525544
Saved in:
6
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
7
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
8
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
9
Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa
- In:
Economics letters
46
(
1994
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
Saved in:
10
Modelling output growth : a new approach
Tran-van-Hoa
- In:
Economics letters
38
(
1992
)
3
,
pp. 279-284
Persistent link: https://www.econbiz.de/10001123555
Saved in:
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