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Estimating DSGE models with unknown data persistence
Moretti, Gianluca; Nicoletti, Giulio - 2010
Persistent link: https://www.econbiz.de/10008732218
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State space models for estimating and forecasting fertility
Rueda, Cristina; Rodríguez, Pilar - In: International journal of forecasting 26 (2010) 4, pp. 712-724
Persistent link: https://www.econbiz.de/10008807741
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Statistical signal extraction and filtering : notes for the ERCIM tutorial
Pollock, Stephen - 2011
Persistent link: https://www.econbiz.de/10008824098
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Claims reserving, state-space models and the Kalman filter
Jong, Piet de; Zehnwirth, Ben - 1982
Persistent link: https://www.econbiz.de/10003592868
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Expected a posteriori estimation in financial applications
Mazzoni, Thomas - 2008
Persistent link: https://www.econbiz.de/10003699961
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The endogenous Kalman Filter
Baxter, Brad (contributor); Graham, Liam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003576397
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Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.; Koopman, Siem Jan; Vos, Aart F. de - 2008
Persistent link: https://www.econbiz.de/10003706020
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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A flexible approach to parametric inference in nonlinear time series models
Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519806
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An anticipate linear filtering equation
Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt K. - 2010
Persistent link: https://www.econbiz.de/10008656311