Results 251 to 260 of about 24,065 (262)

A note on the two assumptions of standard unobserved components models

Economics Letters, 2008
Daisuke Nagakura
exaly  

Short and long memory unobserved components in hydrological time series

Physics and Chemistry of the Earth, 2006
Marcella Corduas, Domenico Piccolo
exaly  

An application of model-based estimation of unobserved components

International Journal of Forecasting, 1986
Agustin Maravall
exaly  

Modeling unobserved heterogeneity for zonal crash frequencies: A Bayesian multivariate random-parameters model with mixture components for spatially correlated data

Analytic Methods in Accident Research, 2019
Fangrong Chang, Hanchu Zhou, Jaeyoung Lee   +2 more
exaly  

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

Australian Journal of Management, 2006
Liam Lenten
exaly  

State Space and Unobserved Component Models

Technometrics, 2006
openaire   +1 more source

Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter

Journal of Economic Dynamics and Control, 2017
Joshua Chan
exaly  

State Space and Unobserved Components Models

2019
openaire   +1 more source

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

Economic Modelling, 2019
exaly  

UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS

1983
Burridge, Peter, Wallis, Kenneth F., Burridge, Peter, Wallis, Kenneth F.   +3 more
openaire   +1 more source