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~subject:"State space model"
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State space model
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20
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English
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Ramsey, James B.
12
Gallegati, Marco
6
Gallegati, Mauro
3
Semmler, Willi
3
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1
Thong, Jonathan
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Cliometrica : journal of historical economics and econometric history
1
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1
Economic systems research : journal of the International Input-Output Association
1
Essays in honor of Jerry Hausman
1
Giornale degli economisti e annali di economia
1
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ECONIS (ZBW)
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1
Wavelets in economics and finance : past and future
Ramsey, James B.
-
2002
Persistent link: https://www.econbiz.de/10001801857
Saved in:
2
Wavelets in economics and finance : past and future
Ramsey, James B.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790030
Saved in:
3
Regression over timescale decompositions : a sampling analysis of distributional properties
Ramsey, James B.
- In:
Economic systems research : journal of the …
11
(
1999
)
2
,
pp. 163-183
Persistent link: https://www.econbiz.de/10001433127
Saved in:
4
An analysis of US stock price behavior using wavelets
Ramsey, James B.
;
Usikov, Daniel
;
Zaslavsky, George M.
-
1994
Persistent link: https://www.econbiz.de/10000887599
Saved in:
5
The US wage Phillips curve over different time horizons
Gallegati, Marco
;
Gallegati, Mauro
;
Ramsey, James B.
; …
- In:
Giornale degli economisti e annali di economia
68
(
2009
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10003908024
Saved in:
6
Instrumental variables and wavelet decompositions
Ramsey, James B.
;
Gallegati, Marco
;
Gallegati, Mauro
; …
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1498-1513
Persistent link: https://www.econbiz.de/10008825727
Saved in:
7
Errors-in-variables and the wavelet multiresolution approximation approach : a Monte Carlo study
Gallegati, Marco
;
Ramsey, James B.
- In:
Essays in honor of Jerry Hausman
,
(pp. 149-171)
.
2012
Persistent link: https://www.econbiz.de/10009709143
Saved in:
8
Structural change and phase variation : a re-examination of the q-model usinge wavelet exploratory analysis
Gallegati, Marco
;
Ramsey, James B.
- In:
Structural change and economic dynamics : SC+ED
25
(
2013
),
pp. 60-73
Persistent link: https://www.econbiz.de/10009761299
Saved in:
9
Bond vs stock market's Q : testing for stability across frequencies and over time
Gallegati, Marco
;
Ramsey, James B.
- In:
Journal of empirical finance
24
(
2013
),
pp. 138-150
Persistent link: https://www.econbiz.de/10010371984
Saved in:
10
The decomposition of economic relationships by time scale using wavelets : expenditure and income
Ramsey, James B.
(
contributor
);
Lampart, Camille
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001769695
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