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Search: subject:"state-space model"
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State space model
990
Zustandsraummodell
963
Time series analysis
439
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439
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370
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370
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326
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Tiwari, Aviral Kumar
25
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10
Ur Rehman, Mobeen
10
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8
Hammoudeh, Shawkat
8
Mansur Masih
8
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7
Mensi, Walid
7
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Shahzad, Syed Jawad Hussain
7
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6
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Xuan Vinh Vo
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Obiyathulla Ismath Bacha
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4
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4
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4
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4
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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10
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10
Economic research
9
International journal of finance & economics : IJFE
9
Journal of empirical finance
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of quantitative economics
8
European journal of operational research : EJOR
7
International journal of financial engineering
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6
Journal of banking & finance
6
Journal of time series econometrics
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Computational Statistics & Data Analysis
5
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
1,001
RePEc
73
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1
Other ZBW resources
1
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1
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
2
International comovement of r* : a case study of the G7 countries
Goto, Eiji
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477081
Saved in:
3
Chronological changes of government sectors' fiscal policies and fiscal sustainability in Japan
Yoshida, Motonori
- In:
Japan and the world economy : international journal of …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014334601
Saved in:
4
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
5
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart
state-space
model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
6
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
7
Nowcasting India's quarterly GDP growth : a factor-augmented time-varying coefficient regression model (FA-TVCRM)
Bhattacharya, Rudrani
;
Bhandari, Bornali
;
Mundle, Sudipto
- In:
Journal of quantitative economics
21
(
2023
)
1
,
pp. 213-234
Persistent link: https://www.econbiz.de/10014259178
Saved in:
8
Bayesian monthly index for building activity based on mixed frequencies : the case of Chile
Idrovo-Aguirre, Byron J.
;
Contreras-Reyes, Javier E.
- In:
Journal of economic studies
49
(
2022
)
3
,
pp. 541-557
Persistent link: https://www.econbiz.de/10013173414
Saved in:
9
Measuring uncertainty : a streamlined application for the Ecuadorian economy
Avellán, Guillermo
;
González-Astudillo, Manuel
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1517-1542
Persistent link: https://www.econbiz.de/10013197237
Saved in:
10
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
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