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~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"NBER working paper series"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Leading indicator"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
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2008
Persistent link: https://www.econbiz.de/10003913416
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2
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2016
-
This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
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3
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
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2016
-
This version: October 31, 2016
Persistent link: https://www.econbiz.de/10011806012
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
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2021
Persistent link: https://www.econbiz.de/10012436055
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