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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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State space model
35
Zustandsraummodell
35
Theorie
20
Theory
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Time series analysis
19
Zeitreihenanalyse
19
Forecasting model
18
Prognoseverfahren
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Martin, Gael M.
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Forbes, Catherine Scipione
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Hyndman, Rob J.
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Maneesoonthorn, Worapree
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Koehler, Anne B.
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Ord, John Keith
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1
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Billah, Baki
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Working paper / Department of Econometrics and Business Statistics, Monash University
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
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46
Journal of economic dynamics & control
41
Applied economics
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Finance research letters
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37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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25
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Econometric reviews
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Journal of applied econometrics
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Working paper series / European Central Bank
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Finance and economics discussion series
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Journal of empirical finance
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CREATES research paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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CESifo working papers
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Journal of macroeconomics
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Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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NBER working paper series
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International journal of finance & economics : IJFE
14
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ECONIS (ZBW)
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
3
Investor-herding and risk-profiles : a
State-Space
model
-based assessment
Nath, Harminder B.
;
Brooks, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606907
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
5
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
8
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
9
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
10
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
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