//--> //--> //--> //-->
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
~isPartOf:"Always learning"
~isPartOf:"Economics letters"
~source:"econis"
~subject:"State space model"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
State space model
Zeitreihenanalyse
452
Time series analysis
451
Theorie
298
Theory
298
Estimation theory
151
Schätztheorie
151
Estimation
74
Schätzung
74
Bootstrap approach
71
Bootstrap-Verfahren
71
Einheitswurzeltest
46
Unit root test
46
Statistical test
43
Statistischer Test
43
Forecasting model
41
Prognoseverfahren
41
USA
39
United States
39
Volatility
37
Volatilität
37
VAR model
35
VAR-Modell
35
Structural break
32
Strukturbruch
32
Cointegration
31
Kointegration
31
ARCH model
28
ARCH-Modell
28
Business cycle
23
Konjunktur
23
Autocorrelation
22
Autokorrelation
22
Zustandsraummodell
22
Correlation
20
Korrelation
20
Saisonale Schwankungen
19
Seasonal variations
19
Stochastic process
19
Stochastischer Prozess
19
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Caraiani, Petre
2
Alfaro, Rodrigo
1
Augustyniak, Maciej
1
Camba-Méndez, Gonzalo
1
Chan, Joshua
1
Datta, Anusua
1
Delle Monache, Davide
1
Drehmann, Mathias
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Fresoli, Diego
1
Galati, Gabriele
1
Gençay, Ramazan
1
Hindrayanto, Irma
1
Kollmann, Robert
1
Koopman, Siem Jan
1
Kurz, Malte S.
1
Law, Keith K. F.
1
Li, Yiyun
1
Martins, Manuel Mota Freitas
1
Michis, Antonis A.
1
Nagakura, Daisuke
1
Nimark, Kristoffer P.
1
Nonejad, Nima
1
Petrella, Ivan
1
Poncela, Pilar
1
Ruiz, Esther
1
Trenkler, Carsten
1
Verona, Fabio
1
Vlekke, Marente
1
Wang, Lu
1
Weber, Enzo
1
Yang, Yuan
1
Yazgan, Mustafa Ege
1
Yogo, Motohiro
1
Zhang, Keyi
1
more ...
less ...
Published in...
All
Always learning
Economics letters
Discussion paper / Tinbergen Institute
65
International journal of forecasting
43
Economic modelling
37
Computational economics
34
Journal of econometrics
30
Journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CAMA working paper series
17
Journal of economic dynamics & control
17
Applied economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics letters
13
Econometrics : open access journal
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International review of economics & finance : IREF
11
CREATES research paper
9
Discussion paper
9
Finance research letters
9
CESifo working papers
8
Journal of macroeconomics
8
Bank of Finland research discussion papers
7
Finance and economics discussion series
7
Journal of quantitative economics
7
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
European journal of operational research : EJOR
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
6
Working paper
6
Discussion paper / Central Bureau voor de Statistiek
5
Finmap working paper
5
International journal of financial engineering
5
Journal of applied econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro
- In:
Economics letters
100
(
2008
)
2
,
pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
Saved in:
2
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
Saved in:
3
Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert
- In:
Economics letters
120
(
2013
)
1
,
pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
Saved in:
4
Time scale evaluation of economic forecasts
Michis, Antonis A.
- In:
Economics letters
123
(
2014
)
3
,
pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
Saved in:
5
What drives the nonlinearity of time series : a frequency perspective
Caraiani, Petre
- In:
Economics letters
125
(
2014
)
1
,
pp. 40-42
Persistent link: https://www.econbiz.de/10010504780
Saved in:
6
Money and output : new evidence based on wavelet coherence
Caraiani, Petre
- In:
Economics letters
116
(
2012
)
3
,
pp. 547-550
Persistent link: https://www.econbiz.de/10009674839
Saved in:
7
A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke
- In:
Economics letters
100
(
2008
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10003747495
Saved in:
8
A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P.
- In:
Economics letters
127
(
2015
),
pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
Saved in:
9
Time-series tests of convergence and transitional dynamics
Datta, Anusua
- In:
Economics letters
81
(
2003
)
2
,
pp. 233-240
Persistent link: https://www.econbiz.de/10001826121
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->