//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"State space model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A note on wavelet correlation...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State space model
Schätztheorie
35,620
Estimation theory
34,995
Zeitreihenanalyse
29,490
Time series analysis
28,405
Theorie
25,171
Theory
24,397
Cointegration
17,172
Schätzung
16,056
Estimation
15,694
Kointegration
15,630
Prognoseverfahren
7,902
Forecasting model
7,717
Correlation
6,857
Korrelation
6,727
USA
6,062
United States
5,856
Volatilität
5,829
Volatility
5,749
Regressionsanalyse
4,791
Regression analysis
4,755
Börsenkurs
4,330
Share price
4,235
Nichtparametrisches Verfahren
4,046
Nonparametric statistics
3,916
Economic growth
3,912
Panel
3,811
Wirtschaftswachstum
3,801
Zustandsraummodell
3,745
Panel study
3,712
Kapitaleinkommen
3,458
Capital income
3,444
Kausalanalyse
3,434
Causality analysis
3,395
ARCH-Modell
3,335
ARCH model
3,281
cointegration
3,133
VAR-Modell
3,097
VAR model
3,040
Welt
2,966
more ...
less ...
Online availability
All
Free
1,511
Undetermined
1,001
Type of publication
All
Article
2,053
Book / Working Paper
1,650
Other
1
Type of publication (narrower categories)
All
Article in journal
1,934
Aufsatz in Zeitschrift
1,934
Graue Literatur
1,052
Non-commercial literature
1,052
Working Paper
1,005
Arbeitspapier
1,000
Aufsatz im Buch
79
Book section
79
Hochschulschrift
70
Thesis
55
Collection of articles written by one author
16
Sammlung
16
Conference paper
9
Konferenzbeitrag
9
Forschungsbericht
8
Collection of articles of several authors
7
Sammelwerk
7
Amtsdruckschrift
5
Government document
5
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Amtliche Publikation
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Article
1
Congress Report
1
Einführung
1
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
3,595
Undetermined
47
German
18
Spanish
18
French
13
Portuguese
4
Romanian
3
Polish
2
Czech
1
Hungarian
1
Russian
1
Slovenian
1
more ...
less ...
Author
All
Koopman, Siem Jan
140
Tiwari, Aviral Kumar
50
Koop, Gary
34
Chan, Joshua
29
Kapetanios, George
24
Proietti, Tommaso
24
Crowley, Patrick M.
22
Harvey, Andrew C.
22
Schorfheide, Frank
22
Gupta, Rangan
21
Chan, Joshua C. C.
19
Lucas, André
19
Wel, Michel van der
19
Grassi, Stefano
18
Martin, Gael M.
18
Snyder, Ralph D.
18
Zadrozny, Peter A.
18
Nakajima, Jouchi
17
Bos, Charles S.
16
Forbes, Catherine Scipione
16
Hyndman, Rob J.
16
Shephard, Neil G.
16
Fernández-Villaverde, Jesús
15
Strachan, Rodney W.
15
Aguiar-Conraria, Luís
14
Aloui, Chaker
14
Dar, Arif Billah
14
Marcellino, Massimiliano
14
Ooms, Marius
14
Soares, Maria Joana
14
Pozzi, Lorenzo
13
Ur Rehman, Mobeen
13
Bhanja, Niyati
12
Delle Monache, Davide
12
Dijk, Herman K. van
12
Fox, Jeremy T.
12
Hindrayanto, Irma
12
Jungbacker, Borus
12
Ramsey, James B.
12
Woodford, Michael
12
more ...
less ...
Institution
All
National Bureau of Economic Research
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
University of Strathclyde / Department of Economics
5
Queen Mary College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
3
Institute for Monetary and Economic Studies, Bank of Japan
3
Tinbergen Instituut
3
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Department of Economics, University of Pennsylvania
2
Federal Reserve Bank of St. Louis
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska Institutionen <Göteborg>
2
Nuffield College
2
School of Economics and Finance, Queen Mary
2
Scottish Institute for Research in Economics (SIRE)
2
Tinbergen Institute
2
University of Cambridge / Department of Applied Economics
2
Verlag Dr. Kovač
2
Centre for International Macroeconomics
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Oxford University
1
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
1
Econometrisch Instituut <Rotterdam>
1
Economics Department, University of Strathclyde
1
Erasmus Research Institute of Management
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Scientific, Technical and Economic Committee for Fisheries
1
Federal Reserve Bank of San Francisco
1
Forschungsinstitut zur Zukunft der Arbeit
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Humboldt-Universität zu Berlin / Wirtschaftswissenschaftliche Fakultät
1
Johns Hopkins University / Department of Economics
1
Judge Institute of Management Studies
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
94
Economic modelling
80
Economics letters
55
International journal of forecasting
55
Computational economics
54
Journal of econometrics
53
Energy economics
50
Journal of forecasting
44
Finance research letters
40
Journal of economic dynamics & control
40
Applied economics
37
CAMA working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics letters
30
International review of economics & finance : IREF
30
Working paper
24
Discussion paper / Centre for Economic Policy Research
22
International review of financial analysis
22
Econometric reviews
21
Journal of applied econometrics
20
Working paper series / European Central Bank
20
Finance and economics discussion series
18
CREATES research paper
17
Journal of empirical finance
17
CESifo working papers
16
Bank of Finland research discussion papers
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
International journal of finance & economics : IJFE
15
Journal of macroeconomics
15
Journal of risk and financial management : JRFM
15
NBER Working Paper
15
NBER working paper series
15
Econometrics : open access journal
13
Macroeconomic dynamics
13
Research in international business and finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
3,639
RePEc
52
EconStor
6
BASE
5
ArchiDok
2
Showing
1
-
10
of
3,704
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
2
Rejoinder : A Note on Wavelet
Correlation
and
Cointegration
Leong, Chee Kian
-
2014
This rejoinder highlights some of the differences in the test approach adopted by Fernandez-Macho (2013) in his critique of Leong and Huang (2010) and those commonly found in the literature such as Granger and Newbold(1974), Phillips (1986) and Leong and Huang (2010)
Persistent link: https://www.econbiz.de/10014143753
Saved in:
3
State-space
cointegration
modeling for the analysis of exogenous shocks to prices in Israeli-Palestinian food trade
Ihle, Rico
;
Götz, Linde Johanna
;
Rubin, Ofir D.
-
2011
employing the Kalman filter. The time-varying
cointegration
parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
Saved in:
4
Multivariate fractional components analysis
Hartl, Tobias
;
Weigand, Roland
-
2019
Persistent link: https://www.econbiz.de/10011962831
Saved in:
5
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
6
Neglected serial
correlation
tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
SERIEs : Journal of the Spanish Economic Association
7
(
2016
)
1
,
pp. 121-178
We derive computationally simple and intuitive score tests of neglected serial
correlation
in unobserved component …
Persistent link: https://www.econbiz.de/10011458802
Saved in:
7
Trend and cyclical decoupling : new estimates based on spectral causality tests and wavelet correlations
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4419-4428
Persistent link: https://www.econbiz.de/10010223399
Saved in:
8
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
9
Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
-
2020
Persistent link: https://www.econbiz.de/10012318391
Saved in:
10
Neglected serial
correlation
tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->