//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
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
Search: subject:"state-space model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State space model
17
Zustandsraummodell
17
Time series analysis
9
Zeitreihenanalyse
9
Theorie
7
Theory
7
Yield curve
5
Zinsstruktur
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Forecasting model
3
Nichtlineare Regression
3
Nonlinear regression
3
Prognoseverfahren
3
USA
3
United States
3
Cointegration
2
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Forecasting
2
Kointegration
2
Modellierung
2
Schock
2
Scientific modelling
2
Shock
2
Volatility
2
Volatilität
2
1959-2001
1
1961-2007
1
ARMA model
1
ARMA-Modell
1
Algorithm
1
Algorithmus
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
17
Author
All
Christensen, Bent Jesper
4
Andreasen, Martin Møller
3
Grassi, Stefano
3
Santucci de Magistris, Paolo
3
Bach, Christian
1
Bauwens, Luc
1
Bork, Lasse
1
Cataño, Duván Humberto
1
Christensen, Jens H. E.
1
Christoffersen, Peter F.
1
Delle Monache, Davide
1
Dorion, Christian
1
Fernández-Villaverde, Jesús
1
Jacobs, Kris
1
Johansen, Søren
1
Jungbacker, Borus
1
Karoui, Lotfi
1
Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Marczak, Martyna
1
Mazzi, Gian Luigi
1
Neri, Luca
1
Nonejad, Nima
1
Nyboe Tabor, Morten
1
Parra-Alvarez, Juan Carlos
1
Peña, Daniel
1
Proietti, Tommaso
1
Rodríguez-Caballero, Carlos Vladimir
1
Rubio-Ramírez, Juan Francisco
1
Rudebusch, Glenn D.
1
Veliyev, Bezirgen
1
Wel, Michael van der
1
Wel, Michel van der
1
Yang, Yukai
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Tinbergen Institute
94
Economic modelling
82
Economics letters
55
Computational economics
54
Journal of econometrics
54
Energy economics
52
International journal of forecasting
52
Journal of forecasting
46
Journal of economic dynamics & control
41
Applied economics
40
Finance research letters
40
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
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International review of economics & finance : IREF
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Working paper
25
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Econometric reviews
21
Journal of applied econometrics
20
Working paper series / European Central Bank
20
Finance and economics discussion series
18
Journal of empirical finance
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
CESifo working papers
16
Journal of macroeconomics
16
Bank of Finland research discussion papers
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of risk and financial management : JRFM
15
NBER Working Paper
15
NBER working paper series
15
Tinbergen Institute Discussion Paper
15
International journal of finance & economics : IJFE
14
ECB Working Paper
13
Econometrics : open access journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
4
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
5
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
6
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011721059
Saved in:
7
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
8
EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
-
2015
Persistent link: https://www.econbiz.de/10011516998
Saved in:
9
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
10
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009733564
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->