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~isPartOf:"CREATES research paper"
~person:"Santucci de Magistris, Paolo"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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CREATES research paper
Discussion papers / University of Kent, School of Economics
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Journal of applied econometrics
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ECONIS (ZBW)
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When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
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2011
Persistent link: https://www.econbiz.de/10009006828
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Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
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Nonejad, Nima
;
Santucci de Magistris, Paolo
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2014
Persistent link: https://www.econbiz.de/10010339076
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
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Grassi, Stefano
;
Santucci de …
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2015
Persistent link: https://www.econbiz.de/10011296884
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