Similar Search Results - EconBiz

Efficient importance sampling in applied econometrics

Moura, Guilherme Valle - 2009

Persistent link: https://www.econbiz.de/10003963709

Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models

Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026

Persistent link: https://www.econbiz.de/10011862307

Precision-based sampling with missing observations : a factor model application

Hauber, Philipp; Schumacher, Christian - 2021

states and model variables, which is sparse and banded in many economic applications and allows for efficient sampling. The … existing literature on precision-based sampling is focused on complete-data applications, whereas the proposed samplers in this …

Persistent link: https://www.econbiz.de/10012510141

Modeling exchange rate dynamics in Egypt : observed and unobserved volatility

Rofael, Dina; Hosni, Rana - In: Modern economy 6 (2015) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10011285372

Identification of house price bubbles using user cost in a state space model

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Applied economics 47 (2015) 55/57, pp. 6088-6101

Persistent link: https://www.econbiz.de/10011381027

Factor structural time series models for official statistics with an application to hours worked in Germany

Weigand, Roland; Wanger, Susanne; Zapf, Ines - 2015

, statistical breaks, different sampling frequencies and irregular observation patterns, and describe their statistical treatment …

Persistent link: https://www.econbiz.de/10011309972

State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses

Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075

Persistent link: https://www.econbiz.de/10010226437

A new model of inflation, trend inflation, and long-run inflation expectations

Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015

Persistent link: https://www.econbiz.de/10011386660

Macroeconomic nowcasting using Google probabilities

Koop, Gary; Onorante, Luca - 2019

Persistent link: https://www.econbiz.de/10012244142

Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models

Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560

Persistent link: https://www.econbiz.de/10011987633

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