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subject:"United Kingdom"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Marcellino, Massimiliano"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"State space model"
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United Kingdom
Estimation theory
Schätzung
State space model
Schätztheorie
6
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
USA
2
United States
2
Zustandsraummodell
2
1929-2010
1
CAPM
1
Capital income
1
Decision under uncertainty
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Entscheidung unter Unsicherheit
1
Factor analysis
1
Faktorenanalyse
1
Frühindikator
1
Großbritannien
1
Inflation
1
Kapitaleinkommen
1
Leading indicator
1
Method of moments
1
Modell
1
Momentenmethode
1
Path dependence
1
Pfadabhängigkeit
1
Risiko
1
Risk
1
Time series analysis
1
Zeitreihenanalyse
1
Zustandsraum
1
regime switching
1
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6
Graue Literatur
6
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6
Working Paper
6
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English
6
Author
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Marcellino, Massimiliano
Canova, Fabio
4
Wickens, Michael R.
4
Inoue, Atsushi
3
Kilian, Lutz
3
Minford, Patrick
3
Sentana, Enrique
3
Barnichon, Régis
2
De Loecker, Jan
2
Den Haan, Wouter J.
2
Fernández-Villaverde, Jesús
2
Fiorentini, Gabriele
2
Ghysels, Eric
2
Jordà, Òscar
2
Kapetanios, George
2
Lechner, Michael
2
Matthes, Christian
2
Mayer, Thierry
2
Meenagh, David
2
Rossi, Barbara
2
Rubio-Ramírez, Juan Francisco
2
Xu, Yongdeng
2
Adrian, Tobias
1
Aguirregabiria, Victor
1
Andreou, Elena
1
Angelini, Elena
1
Angrist, Joshua D.
1
Bams, Dennis
1
Bas, Maria
1
Benigno, Gianluca
1
Benigno, Pierpaolo
1
Benkwitz, Alexander
1
Beyer, Robert
1
Brenton, Paul
1
Breusch, Trevor S.
1
Brownlees, Christian
1
Bull, Charlie
1
Burdett, Kenneth
1
Burriel, Pablo
1
Cavicchioli, Maddalena
1
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
7
Working paper
5
Journal of econometrics
4
EUI working paper / ECO
2
Oxford bulletin of economics and statistics
2
Staff working paper / Bank of Canada
2
Working paper series / European Central Bank
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
BAFFI CAREFIN Centre Research Paper
1
Discussion paper / Deutsche Bundesbank
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Giornale degli economisti e annali di economia
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
L' Actualité économique : revue trimest.
1
Statistical working papers / Eurostat
1
Strathclyde discussion papers in economics
1
Temi di discussione / Banca d'Italia
1
Working Paper / Federal Reserve Bank of Cleveland
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank ; Eurosystem
1
Working paper series / Innocenzo Gasparini Institute for Economic Research
1
Working papers / Department of Economics
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ECONIS (ZBW)
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1
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
2
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
3
Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003957676
Saved in:
4
Path forecast evaluation
Jordà, Òscar
;
Marcellino, Massimiliano
-
2008
Persistent link: https://www.econbiz.de/10003773998
Saved in:
5
A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322844
Saved in:
6
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
-
2004
Persistent link: https://www.econbiz.de/10002435866
Saved in:
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