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Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Computational economics 45 (2015) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10010511337
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Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert - In: Computational economics 45 (2015) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
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Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Herbst, Edward P. - In: Computational economics 45 (2015) 4, pp. 693-705
Persistent link: https://www.econbiz.de/10011440987
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A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman; Pomenkova, Jitka; Kapounek, Svatopluk - In: Computational economics 44 (2014) 4, pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
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Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G. - In: Computational economics 58 (2021) 3, pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
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Does capacity utilization predict inflation? : a wavelet based evidence from United States
Bahramian, Pejman; Saliminezhad, Andisheh - In: Computational economics 58 (2021) 4, pp. 1103-1125
Persistent link: https://www.econbiz.de/10012697888
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Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010189026