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State space model
17
Zustandsraummodell
17
Time series analysis
9
Zeitreihenanalyse
9
Theorie
7
Theory
7
Yield curve
5
Zinsstruktur
5
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Estimation theory
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Christensen, Bent Jesper
4
Andreasen, Martin Møller
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Grassi, Stefano
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Santucci de Magistris, Paolo
3
Bach, Christian
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Bauwens, Luc
1
Bork, Lasse
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Cataño, Duván Humberto
1
Christensen, Jens H. E.
1
Christoffersen, Peter F.
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Delle Monache, Davide
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Dorion, Christian
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1
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Karoui, Lotfi
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Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Marczak, Martyna
1
Mazzi, Gian Luigi
1
Neri, Luca
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Nonejad, Nima
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Nyboe Tabor, Morten
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Parra-Alvarez, Juan Carlos
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Peña, Daniel
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Proietti, Tommaso
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Rodríguez-Caballero, Carlos Vladimir
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Rubio-Ramírez, Juan Francisco
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Rudebusch, Glenn D.
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CREATES research paper
Discussion paper / Tinbergen Institute
100
Economic modelling
86
Economics letters
57
International journal of forecasting
57
Journal of econometrics
57
Computational economics
54
Tinbergen Institute Discussion Papers
54
Energy economics
53
Tinbergen Institute Discussion Paper
52
Journal of forecasting
47
Finance research letters
45
Journal of economic dynamics & control
43
Applied economics
42
CAMA working paper series
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Monash Econometrics and Business Statistics Working Papers
35
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
33
International review of economics & finance : IREF
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
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29
MPRA Paper
27
International review of financial analysis
23
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22
ECB Working Paper
22
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21
Journal of empirical finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Finance and economics discussion series
19
Computational Statistics
17
International journal of finance & economics : IJFE
17
Journal of macroeconomics
17
CESifo working papers
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Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
17
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
-
2015
Persistent link: https://www.econbiz.de/10011516998
Saved in:
4
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
5
State-space
models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
6
Cointegration between trends and their estimators in
state
space
models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011721059
Saved in:
8
Testing for level shifts in fractionally integrated processes : a
state
space
approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
9
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
10
The pruned
state-space
system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009733564
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