Search Results - subject:"State space model"

Staying positive : challenges and solutions in using pure multiplicative ETS models

Svetunkov, Ivan; Boylan, John Edward - In: IMA journal of management mathematics 35 (2024) 3, pp. 403-425

Persistent link: https://www.econbiz.de/10014634207

Estimating regional integration using the Bayesian state-space approach

Albis, Manuel Leonard; Tayag, Mara Claire; Kang, Jong Woo - 2024

Estimating regional integration faces challenges because of incomplete data from missing values and insufficient time spans. A key advantage of a dynamic factor model estimated using the Bayesian state-space approach is its ability to handle missing values and aggregation of the regional...

Persistent link: https://www.econbiz.de/10014457750

Tale about inflation tails

Grishchenko, Olesya V.; Wilcox, Laura - 2024

Persistent link: https://www.econbiz.de/10015054044

Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models

Hartkopf, Jan Patrick - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 393-436

Persistent link: https://www.econbiz.de/10014226292

Strategic decision-making on mining sector company stock prices and economic variable (state space model application)

Ahadiat, Ayi; Kesumah, Fajrin Satria Dwi; Azhar, Rialdi; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 177-184

Persistent link: https://www.econbiz.de/10014366763

Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model

Mustofa Usman; Komarudin, M.; Nurhanurawati, Nurhanurawati - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 194-202