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The optimal use of provisional data in forecasting with dynamic models
Bordignon, Silvano - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 275-286
Persistent link: https://www.econbiz.de/10001090348
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
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A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 358-367
Persistent link: https://www.econbiz.de/10009657279
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Tracking the business cycle of the Euro area : a multivariate model-based bandpass filter
Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 278-290
Persistent link: https://www.econbiz.de/10003349341
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Second-order filter distribution approximations for financial time series with extreme outliers
Smith, Jim Q.; Santos, António A. F. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 329-337
Persistent link: https://www.econbiz.de/10003349353
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Heterogeneity and unemployment dynamics
Ahn, Hie Joo; Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
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Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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Bayesian forecasting of many count-valued time series
Berry, Lindsay R.; West, Mike - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 872-887
Persistent link: https://www.econbiz.de/10012313376