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~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"State space model"
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Prognoseverfahren
State space model
68
Zustandsraummodell
68
Theorie
23
Theory
23
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
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15
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15
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13
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13
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11
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10
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10
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11
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Brakel, Jan A. van den
3
Palm, Franz C.
2
Schiavoni, Caterina
2
Smeekes, Stephan
2
Baştürk, Nalan
1
Chan, Joshua
1
Cheng, Lu
1
Christoffel, Kai
1
Coenen, Günter
1
Eisenstat, Eric
1
Grassi, Stefano
1
Katrak, Xerxis
1
Li, Jingyu
1
Liu, Ranran
1
Marczak, Martyna
1
Mazzi, Gian Luigi
1
Nonejad, Nima
1
Peerlings, Dewi
1
Proietti, Tommaso
1
Santucci de Magistris, Paolo
1
Svec, Jiri
1
Taussig, Roi D.
1
Wang, Xiaona
1
Warne, Anders
1
Wu, Xinyu
1
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1
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Discussion paper / Statistics Netherlands
Finance research letters
Journal of applied econometrics
International journal of forecasting
50
Journal of forecasting
34
Discussion paper / Tinbergen Institute
25
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Economic modelling
14
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
Economics letters
8
Journal of econometrics
8
CAMA working paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CESifo working papers
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Econometric reviews
5
European journal of operational research : EJOR
4
International journal of financial engineering
4
Journal of empirical finance
4
Tinbergen Institute Discussion Paper
4
ANU working papers in economics and econometrics
3
Applied economics
3
CREATES research paper
3
Discussion papers / University of Kent, School of Economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Strathclyde discussion papers in economics
3
Temi di discussione / Banca d'Italia
3
The econometrics journal
3
Working paper
3
Working paper series / European Central Bank
3
Working papers
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Acta Universitatis Danubius / Oeconomica
2
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of financial economics
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ECONIS (ZBW)
11
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1
NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi
;
Brakel, Jan A. van den
;
Baştürk, Nalan
-
2024
Persistent link: https://www.econbiz.de/10014524761
Saved in:
2
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
3
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
Saved in:
4
Market prices, analysts' predictions, and Covid19
Taussig, Roi D.
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341445
Saved in:
5
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
Saved in:
6
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
7
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
8
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
Saved in:
9
Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 683-703
Persistent link: https://www.econbiz.de/10011694793
Saved in:
10
Forecasting volatility with interacting multiple models
Svec, Jiri
;
Katrak, Xerxis
- In:
Finance research letters
20
(
2017
),
pp. 245-252
Persistent link: https://www.econbiz.de/10011806940
Saved in:
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