//--> //--> //--> //-->
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
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Volatilität"
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 models"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Volatility
Volatilität
Zustandsraummodell
142
State space model
131
state space models
122
Theorie
108
Zeitreihenanalyse
106
Time series analysis
105
Theory
97
State space models
89
Prognoseverfahren
75
Forecasting model
70
state-space models
70
State-space models
59
Estimation
52
Kalman filter
43
Bayesian inference
33
Bayes-Statistik
32
Stochastischer Prozess
32
Stochastic process
30
State Space Models
26
Schätztheorie
20
Gibbs sampler
18
forecasting
18
Bayesian
17
Estimation theory
17
Inflation
17
Markov chain
15
Markov-Kette
15
Monetary policy
15
stochastic volatility
15
Geldpolitik
14
Kalman Filter
14
USA
14
factor models
14
Exponential smoothing
13
MCMC
13
exponential smoothing
13
seasonality
13
more ...
less ...
Online availability
All
Free
36
Undetermined
28
Type of publication
All
Article
40
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Working Paper
27
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
23
Language
All
English
71
Author
All
Cross, Jamie
4
Delle Monache, Davide
4
Petrella, Ivan
4
Poon, Aubrey
4
Venditti, Fabrizio
4
Hou, Chenghan
3
Koopman, Siem Jan
3
Rodriguez, Gabriel
3
Abanto-Valle, Carlos A.
2
Chan, Joshua
2
Creal, Drew
2
Cross, Jamie L.
2
Darvas, Zsolt M.
2
Füss, Roland
2
Garrafa-Aragón, Hernán B.
2
Koop, Gary
2
Pfarrhofer, Michael
2
Scharth, Marcel
2
Sherris, Michael
2
Simon, András
2
Ungolo, Francesco
2
Zhang, Bo
2
Zhou, Yuxin
2
Zietz, Joachim
2
Agarwalla, Sobhesh Kumar
1
Ahmad, Waqas
1
Altuğ, Sumru
1
Alvaro, Dennis
1
Andreini, Paolo
1
Andrews, Antony
1
Arjoon, Vaalmikki
1
Bechný, Jakub
1
Bhatnagar, Chandra Shekhar
1
Brigida, Matthew
1
Brooks, Robert
1
Buncic, Daniel
1
Candido, Osvaldo
1
Casarin, Roberto
1
Costa, Filipe
1
Djegnéné, Barnabé
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
3
International journal of forecasting
3
Journal of econometrics
3
Working paper
3
CAMA working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CAMP working paper series
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
DEP discussion papers : macroeconomics and finance series
1
Discussion papers / Bulgarian National Bank
1
Discussion papers / CEPR
1
Documento de trabajo
1
Documents de travail / Banque de France
1
Econometrics : open access journal
1
Economia : revista da ANPEC
1
Economic modelling
1
Economic papers
1
Economics working paper
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Explorations in economic history : EEH
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
IWH Discussion Papers
1
International journal of economics and finance
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of housing economics
1
KDI policy study
1
KOF working papers
1
MNB Working Papers
1
Macroeconomic dynamics
1
Melbourne Institute working paper series
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
EconStor
4
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
3
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014490398
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
Various core inflation estimates for Kazakhstan
Orlov, Konstantin
;
Sejdahmetov, Aņsar
-
2023
Persistent link: https://www.econbiz.de/10014326098
Saved in:
6
RGAP: output gap estimation in R
Streicher, Sina
-
2022
Commission proposes a production function methodology that involves the estimation of two classes of Gaussian
state
space
models
…
Persistent link: https://www.econbiz.de/10013256541
Saved in:
7
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
8
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
9
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
10
The discretization filter : a simple way to estimate nonlinear
state
space
models
Farmer, Leland E.
- In:
Quantitative economics : QE ; journal of the …
12
(
2021
)
1
,
pp. 41-76
filter, for approximating the likelihood of nonlinear, non-Gaussian
state
space
models
. I establish that the associated …
Persistent link: https://www.econbiz.de/10012432773
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->