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State space model
Zeitreihenanalyse
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Koopman, Siem Jan
89
Proietti, Tommaso
18
Harvey, Andrew C.
17
Tiwari, Aviral Kumar
17
Chan, Joshua
16
Koop, Gary
16
Grassi, Stefano
14
Schorfheide, Frank
13
Aguiar-Conraria, Luís
12
Delle Monache, Davide
12
Hindrayanto, Irma
12
Snyder, Ralph D.
12
Soares, Maria Joana
12
Strachan, Rodney W.
12
Gupta, Rangan
11
Ooms, Marius
11
Bos, Charles S.
10
Brakel, Jan A. van den
10
Crowley, Patrick M.
10
Martins, Manuel Mota Freitas
10
Schlicht, Ekkehart
10
Shephard, Neil G.
10
Boubaker, Heni
9
Santucci de Magistris, Paolo
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Chan, Joshua C. C.
8
Dijk, Herman K. van
8
Koehler, Anne B.
8
Marczak, Martyna
8
Martin, Gael M.
8
Ruiz, Esther
8
Tian, Jing
8
Blasques, Francisco
7
Chang, Tsangyao
7
Dar, Arif Billah
7
Gallegati, Marco
7
Hyndman, Rob J.
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Li, Mengheng
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Palm, Franz C.
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Petrella, Ivan
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Poncela, Pilar
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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Forschungsinstitut zur Zukunft der Arbeit
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Narodna Banka na Republika Makedonija
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Nuffield College
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Türkiye Cumhuriyet Merkez Bankası
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Universitetet i Oslo / Økonomisk institutt
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University of Cambridge / Department of Applied Economics
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Discussion paper / Tinbergen Institute
59
International journal of forecasting
43
Economic modelling
37
Computational economics
34
Journal of econometrics
30
Economics letters
22
Journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CAMA working paper series
17
Applied economics
16
Journal of economic dynamics & control
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Applied economics letters
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Econometrics : open access journal
10
International review of economics & finance : IREF
10
CREATES research paper
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Discussion paper
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CESifo working papers
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Finance research letters
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Journal of macroeconomics
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Bank of Finland research discussion papers
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Finance and economics discussion series
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Journal of quantitative economics
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
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
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Discussion paper / Central Bureau voor de Statistiek
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Finmap working paper
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International journal of financial engineering
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Journal of applied econometrics
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Journal of time series econometrics
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ECONIS (ZBW)
1,386
EconStor
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RePEc
1
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41
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41
State space and ARMA models : an overview of the equivalence
Gilbert, Paul D.
-
1993
Persistent link: https://www.econbiz.de/10000860508
Saved in:
42
A friendly guide to wavelets
Kaiser, Gerald
-
1994
Persistent link: https://www.econbiz.de/10000424575
Saved in:
43
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
44
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
45
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
Saved in:
46
Cyclicality of real wages in the USA and Germany : new insights from wavelet analysis
Marczak, Martyna
;
Gómez, Víctor
- In:
Economic modelling
47
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011437805
Saved in:
47
Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439548
Saved in:
48
Output growth in German manufacturing, 1907-1936 : a reinterpretation of time-series evidence
Veenstra, Joost
- In:
Explorations in economic history : EEH
57
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011440320
Saved in:
49
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
Saved in:
50
Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Economic modelling
50
(
2015
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
Saved in:
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