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Stamp 5.0: A Review

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  • Diebold, Giorgianni,
  • Inoue

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File URL: ftp://ftp.ssc.upenn.edu/pub/people/diebold/paper3/padgi.pdf
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Paper provided by University of Pennsylvania in its series Home Pages with number _058.

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Handle: RePEc:wop:pennhp:_058

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  1. Diebold, Francis X, 1989. "Structural Time Series Analysis and Modelling Package: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 195-204, April-Jun.
  2. Diebold, Francis X & Nerlove, Marc, 1989. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-21, Jan.-Mar..
  3. Diebold, Francis X., 1992. "Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 Fore Casting, Structural Time Series Models and The Kalman Filter Adrew C. Harvey Ca," Econometric Theory, Cambridge University Press, vol. 8(02), pages 293-299, June.
  4. Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February.
  5. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
  6. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April.
  7. Sangjoon Kim, Neil Shephard & Siddhartha Chib, . "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers W26, revised version of W, Economics Group, Nuffield College, University of Oxford.
  8. Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July.
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