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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"State space model"
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State space model
Zeitreihenanalyse
1,402
Time series analysis
1,401
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820
Forecasting model
583
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583
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Koopman, Siem Jan
5
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Berke, Olaf
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Blasques, Francisco
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Maneesoonthorn, Worapree
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Martin, Gael M.
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McCabe, Brendan Peter Martin
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Poon, Aubrey
2
Reichlin, Lucrezia
2
Ruiz, Esther
2
Sbrana, Giacomo
2
Snyder, Ralph D.
2
Tsay, Ruey S.
2
Wel, Michel van der
2
Algaba, Andres
1
Andreini, Paolo
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International journal of forecasting
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Discussion paper / Tinbergen Institute
66
Economic modelling
37
Computational economics
34
Economics letters
22
Journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CAMA working paper series
17
Journal of economic dynamics & control
17
Applied economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics letters
13
Econometrics : open access journal
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International review of economics & finance : IREF
11
CREATES research paper
9
Discussion paper
9
Finance research letters
9
CESifo working papers
8
Journal of macroeconomics
8
Bank of Finland research discussion papers
7
Finance and economics discussion series
7
Journal of quantitative economics
7
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
European journal of operational research : EJOR
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
6
Working paper
6
Discussion paper / Central Bureau voor de Statistiek
5
Finmap working paper
5
International journal of financial engineering
5
Journal of applied econometrics
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ECONIS (ZBW)
77
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1
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
2
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
3
State space models for estimating and forecasting fertility
Rueda, Cristina
;
Rodríguez, Pilar
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 712-724
Persistent link: https://www.econbiz.de/10008807741
Saved in:
4
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
Saved in:
5
Forecasting macroeconomic time series with locally adaptive signal extraction
Giordani, Paolo
;
Villani, Mattias
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10003980375
Saved in:
6
Incorporating a tracking signal into a state space model
Snyder, Ralph D.
;
Koehler, Anne B.
- In:
International journal of forecasting
25
(
2009
)
3
,
pp. 526-530
Persistent link: https://www.econbiz.de/10003877642
Saved in:
7
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
8
Forecasting tourist arrivals using time-varying parameter structural time series models
Song, Haiyan
;
Li, Gang
;
Witt, Stephen F.
; …
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 855-869
Persistent link: https://www.econbiz.de/10009248090
Saved in:
9
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
10
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
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