Statistical algorithms for models in state space using SsfPack 2.2-Reference-Cited by-同舟云学术

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Statistical algorithms for models in state space using SsfPack 2.2

Published:1999-06-01 Issue:1 Volume:2 Page:107-160
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Koopman Siem Jan¹,Shephard Neil²,Doornik Jurgen A.²

Affiliation:

1. Department of Econometrics, Free University, NL-1081 HV Amsterdam, The Netherlands

2. Nuffield College, Oxford, OX1 1NF, UK

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/2/1/107/25973883/ectj0107.pdf

Cited by 233 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Modelling of data following a GSTARMA-X model using Kalman filter;AIP Conference Proceedings;2024

3. Sovereign bond and CDS market contagion: A story from the Eurozone crisis;Journal of International Money and Finance;2023-10

4. On the role of fundamentals, private signals, and beauty contests to predict exchange rates;International Journal of Forecasting;2023-05

5. Reconstructing the Quarterly Series of the Chilean Gross Domestic Product Using a State Space Approach;Mathematics;2023-04-12

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