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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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State space model
35
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35
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Martin, Gael M.
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Maneesoonthorn, Worapree
6
Koehler, Anne B.
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Frazier, David T.
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McCabe, Brendan Peter Martin
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Ord, John Keith
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Anderson, Heather M.
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Billah, Baki
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
IMF Staff Country Reports
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Physica A: Statistical Mechanics and its Applications
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
International review of economics & finance : IREF
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Applied economics letters
36
International journal of production research
36
Monash Econometrics and Business Statistics Working Papers
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Renewable Energy
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of the Institute of Statistical Mathematics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Organization studies : an international multidisciplinary journal devoted to the study of organizations, organizing, and the organized in and between societies
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Statistics & Probability Letters
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Telecommunications policy : the international journal of digital economy, data sciences and new media
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Journal of Global Optimization
27
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1
Variational Bayes in state
space
models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
2
ABC-based forecasting in state
space
models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Investor-herding and risk-profiles : a State-
Space
model-based assessment
Nath, Harminder B.
;
Brooks, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606907
Saved in:
4
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
5
Inexpensive heating reduces winter mortality
Chirakijja, Janjala
;
Jayachandran, Seema
;
Ong, Pinchuan
-
2021
Persistent link: https://www.econbiz.de/10012614594
Saved in:
6
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
8
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
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