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Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle; Turatti, Douglas Eduardo - In: Economics letters 124 (2014) 3, pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
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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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Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert - In: Economics letters 120 (2013) 1, pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
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A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke - In: Economics letters 100 (2008) 1, pp. 123-125
Persistent link: https://www.econbiz.de/10003747495
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A constrained state space approach for estimating firm efficiency
Kutlu, Levent - In: Economics letters 152 (2017), pp. 54-56
Persistent link: https://www.econbiz.de/10011801140
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An auxiliary particle filter for nonlinear dynamic equilibrium models
Yang, Yuan; Wang, Lu - In: Economics letters 144 (2016), pp. 112-114
Persistent link: https://www.econbiz.de/10011617229
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Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo - In: Economics letters 165 (2018), pp. 73-76
Persistent link: https://www.econbiz.de/10011973843
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A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Berardi, Michele; Galimberti, Jaqueson K. - In: Economics letters 118 (2013) 1, pp. 139-142
Persistent link: https://www.econbiz.de/10009706848
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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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Conditional forecasts on SVAR models using the Kalman filter
Camba-Méndez, Gonzalo - In: Economics letters 115 (2012) 3, pp. 376-378
Persistent link: https://www.econbiz.de/10009632391