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~isPartOf:"Economics letters"
~subject:"EU countries"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Zustandsraummodell"
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Time series analysis
State space model
55
Zustandsraummodell
55
Theorie
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10
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Caraiani, Petre
2
Alfaro, Rodrigo
1
Augustyniak, Maciej
1
Camba-Méndez, Gonzalo
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Chan, Joshua
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Datta, Anusua
1
Delle Monache, Davide
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Wang, Lu
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Economics letters
Economic modelling
40
International journal of forecasting
39
Computational economics
37
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30
Journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Energy economics
19
Applied economics
16
Econometric reviews
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Journal of economic dynamics & control
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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International review of economics & finance : IREF
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Macroeconomic dynamics
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International journal of financial engineering
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International review of financial analysis
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Journal of time series econometrics
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Research in international business and finance
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Risks : open access journal
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Romanian journal of economic forecasting
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
4
International Journal of Energy Economics and Policy : IJEEP
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International journal of computational economics and econometrics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
22
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1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
3
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
4
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
5
Efficient matrix approach for classical inference in state space models
Delle Monache, Davide
;
Petrella, Ivan
- In:
Economics letters
181
(
2019
),
pp. 22-27
Persistent link: https://www.econbiz.de/10012121833
Saved in:
6
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S.
- In:
Economics letters
168
(
2018
),
pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
Saved in:
7
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej
;
Dufays, Arnaud
- In:
Economics letters
170
(
2018
),
pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
9
Application of wavelet decomposition in time-series forecasting
Zhang, Keyi
;
Gençay, Ramazan
;
Yazgan, Mustafa Ege
- In:
Economics letters
158
(
2017
),
pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
Saved in:
10
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
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