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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Prognoseverfahren
Schätztheorie
Volatilität
1959-2009
1
Arbeitslosigkeit
1
Estimation
1
Forecasting model
1
Kalman filter
1
Modellierung
1
Schätzung
1
Scientific modelling
1
State space model
1
USA
1
Unemployment
1
United States
1
Zustandsraummodell
1
diffusion index
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forecasting
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mixed frequency
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recursive estimation
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English
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Swanson, Norman R.
Kim, Kihwan
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McMillan, David G.
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Recent advances in estimating nonlinear models : with applications in economics and finance
Working papers / Rutgers University, Department of Economics
8
International journal of forecasting
2
Applied financial economics
1
BIS Working Paper
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Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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FRB of Philadelphia Working Paper
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Journal of econometrics
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Journal of empirical finance
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Quantitative finance and economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
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