Results 291 to 300 of about 26,074 (306)

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

Economic Modelling, 2019
Wael Louhichi
exaly  

Automatic selection of unobserved components models for supply chain forecasting

International Journal of Forecasting, 2019
Diego J Pedregal
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

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
Helai Huang, Fangrong Chang, Hanchu Zhou   +2 more
exaly  

A note on the two assumptions of standard unobserved components models

Economics Letters, 2008
Daisuke Nagakura
exaly  

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  

FORMULATION AND ANALYSIS OF UNOBSERVED-COMPONENTS MODELS

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

Unobserved-Components Models for Seasonal Adjustment Filters

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