Narrow search
Showing 1 - 10 of 15
Cover Image
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009730084
Cover Image
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso; Grassi, Stefano - 2011
Persistent link: https://www.econbiz.de/10008841795
Cover Image
Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano; Proietti, Tommaso - 2011
Persistent link: https://www.econbiz.de/10009006817
Cover Image
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10009006828
Cover Image
Hererogeneous computing in economics : a simplified approach
Dziubinski, Matt P.; Grassi, Stefano - 2012
Persistent link: https://www.econbiz.de/10009526891
Cover Image
It’s all about volatility (of volatility) : evidence from a two-factor stochastic volatility model
Grassi, Stefano; Santucci de Magistris, Paolo - 2013
Persistent link: https://www.econbiz.de/10009712566
Cover Image
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
Persistent link: https://www.econbiz.de/10010339076
Cover Image
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso; Grassi, Stefano - 2011
Persistent link: https://www.econbiz.de/10009272103
Cover Image
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide; Grassi, Stefano; Santucci de … - 2015
Persistent link: https://www.econbiz.de/10011296884
Cover Image
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano; Violante, Francesco - 2021
Persistent link: https://www.econbiz.de/10012620745