Results 291 to 300 of about 29,182 (301)

Seasonality with Trend and Cycle Interactions in Unobserved Components Models

Journal of the Royal Statistical Society Series C: Applied Statistics, 2009
Siem Jan Koopman
exaly  

Is there an unobserved components common cycle for Australasia? Implications for a common currency

New Zealand Economic Papers, 2012
C John Mcdermott
exaly  

A Time-Series Analysis of the Demand for Life Insurance Companies in Australia: An Unobserved Components Approach

Australian Journal of Management, 2006
Liam J A Lenten
exaly  

Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach

Economic Modelling, 2019
Wael Louhichi
exaly  

Forecasting daily time series using periodic unobserved components time series models

Computational Statistics and Data Analysis, 2006
Siem Jan Koopman, Marius Ooms
exaly  

Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model

Journal of International Money and Finance, 2015
Xiaoshan Chen, Ronald Macdonald
exaly  

ESTIMATION OF UNOBSERVED-COMPONENTS AND CANONICAL MODELS

1979
Marc Nerlove, David M. Grether, José L. Carvalho   +2 more
openaire   +1 more source

Specification and Misspecification of Unobserved Components Models

2012
Davide Delle Monache, Andrew Harvey
openaire   +1 more source

State Space and Unobserved Components Models

2019
openaire   +1 more source

State Space and Unobserved Component Models

Technometrics, 2006
openaire   +1 more source