Results 241 to 250 of about 25,591 (263)

Unobserved Components Model

2015
openaire   +1 more source

Unobserved-Components Models for Seasonal Adjustment Filters

Journal of Business and Economic Statistics, 1984
Peter Burridge, Kenneth F Wallis
exaly  

Testing in unobserved components models

Journal of Forecasting, 2001
openaire   +1 more source

An Unobserved-Component Model With Switching Permanent and Transitory Innovations

Journal of Business and Economic Statistics, 2005
Yu-Lieh Huang
exaly  

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

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

Unobserved Component Model for Predicting Monthly Traffic Volume

Journal of Transportation Engineering Part A: Systems, 2019
Zheyong Bian, Zhipeng Zhang, Qin Xiao
exaly  

Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model

China Economic Review, 2020
Zehao Liu
exaly  

ESTIMATION OF UNOBSERVED-COMPONENTS AND CANONICAL MODELS

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

An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system

International Journal of Forecasting, 2002
Peter C Young, Wlodzimierz Tych, Diego J Pedregal   +2 more
exaly  

Specification and Misspecification of Unobserved Components Models

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