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Search: subject:"state-space model"
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State space model
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Andersson, Fredrik N. G.
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Azevedo, João Valle e
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Ekonomiska forskningsinstitutet <Stockholm>
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ECONIS (ZBW)
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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2
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
3
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
4
Essays on forecasting with linear state-space systems
Boldrini, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011527390
Saved in:
5
Bayesian analysis of latent variable models in finance
Barra, István
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2016
Persistent link: https://www.econbiz.de/10011534212
Saved in:
6
Essays in likelihood-based computational econometrics
Salimans, Tim
-
2013
Persistent link: https://www.econbiz.de/10009744698
Saved in:
7
Essays on applications of particle learning in financial econometrics
Rios Arango, Maria Paula
-
2012
Persistent link: https://www.econbiz.de/10011819186
Saved in:
8
Modelling state dependence in cross-country panel data
Georgiadis, Georgios
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009503901
Saved in:
9
Essays on Monte Carlo methods for state space models
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009713472
Saved in:
10
Essays on business cycle analysis and demography
Sarferaz, Samad
-
2009
Persistent link: https://www.econbiz.de/10008811071
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