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~subject:"Zeitreihenanalyse"
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Model Selection Criteria for S...
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Zeitreihenanalyse
China
29
Bayesian inference
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panel data
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econometrics
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English
15
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Forbes, Catherine Scipione
15
Martin, Gael M.
5
Kofman, Paul
3
McCabe, Brendan Peter Martin
3
Shami, Roland G.
3
Snyder, Ralph D.
3
Kalb, Guyonne
2
Leung, Patrick
2
Maneesoonthorn, Worapree
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Fry, Tim R. L.
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Hanlon, Brian
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Kim, Chang-jin
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Econometrics Conference <1995, Melbourne>
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Monash University / Department of Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The economic record : er
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ECONIS (ZBW)
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Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704960
Saved in:
2
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
3
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001722347
Saved in:
4
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
5
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004122
Saved in:
6
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
7
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
Saved in:
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10000932703
Saved in:
9
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
10
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
;
Kalb, Guyonne
;
Kofman, Paul
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 364-372
Persistent link: https://www.econbiz.de/10001410721
Saved in:
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