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~isPartOf:"CESifo working papers"
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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"UCD Geary Institute discussion paper series"
~language:"eng"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Vries, Casper G. de"
~person:"Wijnbergen, Sweder van"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
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~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gautier, Pieter
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Observation-driven filters for timeseries with stochastic trends and mixed causal non-causal dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
consistent with financial
theory
, for a decomposition of the time-series in trend and bubble components, and for meaningful real …
Persistent link: https://www.econbiz.de/10014380706
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