Results 281 to 290 of about 29,182 (301)

Unobserved components

2015
openaire   +1 more source

On the Efficiency of Unobserved Components Models

Jahrbücher für Nationalökonomie und Statistik, 2004
openaire   +1 more source

Unobserved Components Model

2015
openaire   +1 more source

An Unobserved Components Model that Yields Business and Medium‐Run Cycles

Journal of Money, Credit and Banking, 2013
Mark E Wohar
exaly  

Testing in unobserved components models

Journal of Forecasting, 2001
openaire   +1 more source

Automatic selection of unobserved components models for supply chain forecasting

International Journal of Forecasting, 2019
Diego J Pedregal
exaly  

A note on the two assumptions of standard unobserved components models

Economics Letters, 2008
Daisuke Nagakura
exaly  

Dynamic Hysteresis Effects and Unobserved Components

2023
Mengheng Li, Ivan Mendieta-Muñoz
openaire   +1 more source

Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components

Journal of Money, Credit and Banking, 2011
Enzo Weber
exaly  

Unobserved components models in economics and finance

IEEE Control Systems, 2009
Andrew Harvey, Siem Jan Koopman
exaly