Unobserved Components and Time Series Econometrics
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Published By Oxford University Press

9780199683666

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Forecasting the Boat Race

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0007 ◽

2015 ◽

pp. 90-117

Author(s):

Geert Mesters ◽

Siem Jan Koopman

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Inferring and predicting global temperature trends

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0006 ◽

2015 ◽

pp. 71-89

Author(s):

Craig Ansley ◽

Piet de Jong

Keyword(s):

Global Temperature ◽

Temperature Trends

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Introduction

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0001 ◽

2015 ◽

pp. 1-9

Author(s):

Siem Jan Koopman ◽

Neil Shephard

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A state-dependent model for inflation forecasting

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0003 ◽

2015 ◽

pp. 14-29 ◽

Cited By ~ 2

Author(s):

Andrea Stella ◽

James H. Stock

Keyword(s):

Inflation Forecasting ◽

State Dependent ◽

Dependent Model

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More is not always better: Kalman filtering in dynamic factor models

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0011 ◽

2015 ◽

pp. 250-271 ◽

Cited By ~ 4

Author(s):

Pilar Poncela ◽

Esther Ruiz

Keyword(s):

Kalman Filtering ◽

Factor Models ◽

Dynamic Factor ◽

Dynamic Factor Models

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Measuring the dynamics of global business cycle connectedness

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0005 ◽

2015 ◽

pp. 45-70 ◽

Cited By ~ 7

Author(s):

Francis X. Diebold ◽

Kamil Yilmaz

Keyword(s):

Business Cycle ◽

Global Business

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The superiority of the LM test in a class of econometric models where the Wald test performs poorly

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0014 ◽

2015 ◽

pp. 310-330 ◽

Cited By ~ 3

Author(s):

Jun Ma ◽

Charles R. Nelson

Keyword(s):

Wald Test ◽

Econometric Models ◽

Lm Test

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On detecting end-of-sample instabilities

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0012 ◽

2015 ◽

pp. 272-290 ◽

Cited By ~ 43

Author(s):

Fabio Busetti

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Inference for models with asymmetric α -stable noise processes

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0009 ◽

2015 ◽

pp. 190-217 ◽

Cited By ~ 6

Author(s):

Tatjana Lemke ◽

Simon J. Godsill

Keyword(s):

Stable Noise

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Generalized linear spectral models

Unobserved Components and Time Series Econometrics ◽

10.1093/acprof:oso/9780199683666.003.0015 ◽

2015 ◽

pp. 331-347

Author(s):

Tommaso Proietti ◽

Alessandra Luati

Keyword(s):

Spectral Models

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Unobserved Components and Time Series EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Oxford University Press

Forecasting the Boat Race

Inferring and predicting global temperature trends

Introduction

A state-dependent model for inflation forecasting

More is not always better: Kalman filtering in dynamic factor models

Measuring the dynamics of global business cycle connectedness

The superiority of the LM test in a class of econometric models where the Wald test performs poorly

On detecting end-of-sample instabilities

Inference for models with asymmetric α -stable noise processes

Generalized linear spectral models

Unobserved Components and Time Series Econometrics
Latest Publications