//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"State space"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Prognoseverfahren
Volatility
State space model
21
Zustandsraummodell
21
Theorie
17
Theory
17
Time series analysis
15
Zeitreihenanalyse
15
Estimation
9
Schätzung
9
Stochastic process
7
Stochastischer Prozess
7
Kalman filter
6
Volatilität
6
Estimation theory
5
Forecasting model
5
Schätztheorie
5
Cointegration
4
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Forecasting
2
Fractional Brownian motion
2
Großbritannien
2
Induktive Statistik
2
Inflation expectations
2
Inflationserwartung
2
Japan
2
Konjunktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Jawadi, Fredj
2
Audrino, Francesco
1
Bohn Nielsen, Heino
1
Brune, Barbara
1
Bu, Ruijun
1
Bura, Efstathia
1
Chan, Joshua
1
Corsi, Fulvio
1
Eroğlu, Burak Alparslan
1
Filipova, Kameliya
1
Forbes, Catherine Scipione
1
Ftiti, Zied
1
Hartl, Tobias
1
Jucknewitz, Roland
1
Koopman, Siem Jan
1
Li, Yuyi
1
Louhichi, Waël
1
Mahieu, Ronald J.
1
Martin, Gael M.
1
Mesters, G.
1
Miller, J. Isaac
1
Ooms, Marius
1
Proietti, Tommaso
1
Scherrer, Wolfgang
1
Tims, Ben
1
Wright, Jill
1
Yigit, Taner M.
1
more ...
less ...
Published in...
All
Econometric reviews
International journal of forecasting
52
Discussion paper / Tinbergen Institute
42
Journal of forecasting
34
Energy economics
29
Economic modelling
26
Working paper / Department of Econometrics and Business Statistics, Monash University
24
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
17
Journal of econometrics
17
Computational economics
14
Economics letters
14
Finance research letters
14
CAMA working paper series
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International review of financial analysis
10
Journal of empirical finance
10
Tinbergen Institute Discussion Paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
8
CESifo working papers
7
Econometrics : open access journal
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of finance & economics : IJFE
7
Quantitative finance
7
Applied economics letters
6
CREATES research paper
6
Finmap working paper
6
International review of economics & finance : IREF
6
Journal of applied econometrics
6
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance a úvěr
5
Financial innovation : FIN
5
Journal of financial econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A
state-space
approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
2
Approximate
state
space
modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
3
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
4
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
5
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
6
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
7
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
8
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
9
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
10
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->