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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
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10003380151
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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
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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
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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
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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
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A fast and stable method to compute the likelihood of time invariant state-space models
Casals, José; Sotoca, Sonia; Jerez, Miguel - In: Economics letters 65 (1999) 3, pp. 329-337
Persistent link: https://www.econbiz.de/10001422792
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A Beveridge-Nelson smoother
Proietti, Tommaso; Harvey, Andrew C. - In: Economics letters 67 (2000) 2, pp. 139-146
Persistent link: https://www.econbiz.de/10001471318
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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
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The relationship between headline, core, and energy inflation : a wavelet investigation
Giri, Federico - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171055