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Statistical Software for State Space Methods
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Cited by:
- Alexander Dokumentov & Rob J. Hyndman, 2015. "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers 13/15, Monash University, Department of Econometrics and Business Statistics.
- Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 271-281.
- repec:jss:jstsof:41:i02 is not listed on IDEAS
- repec:jss:jstsof:41:i07 is not listed on IDEAS
- repec:jss:jstsof:41:i12 is not listed on IDEAS
- Gómez, Victor, 2015. "SSMMATLAB: A Set of MATLAB Programs for the Statistical Analysis of State Space Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(i09).
- Gabriele Fiorentini & Enrique Sentana, 2016.
"Neglected serial correlation tests in UCARIMA models,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
- Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers wp2014_1406, CEMFI.
- Alexander Dokumentov & Rob J. Hyndman, 2022. "STR: Seasonal-Trend Decomposition Using Regression," INFORMS Joural on Data Science, INFORMS, vol. 1(1), pages 50-62, April.
- Petris, Giovanni & Petrone, Sonia, 2011. "State Space Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i04).
- Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
- repec:jss:jstsof:41:i11 is not listed on IDEAS
- Mendelssohn, Roy, 2011. "The STAMP Software for State Space Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i02).
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Peng, Jyh-Ying & Aston, John A. D., 2011. "The State Space Models Toolbox for MATLAB," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i06).
- repec:jss:jstsof:41:i04 is not listed on IDEAS
- Bell, William R., 2011. "REGCMPNT A Fortran Program for Regression Models with ARIMA Component Errors," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i07).
- Bos, Charles S., 2011.
"A Bayesian Analysis of Unobserved Component Models Using Ox,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i13).
- Charles S. Bos, 2011. "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers 11-048/4, Tinbergen Institute.
- Jong-Min Kim & Bainwen Sun & Sunghae Jun, 2019. "Sustainable Technology Analysis Using Data Envelopment Analysis and State Space Models," Sustainability, MDPI, vol. 11(13), pages 1-19, June.
- repec:jss:jstsof:41:i13 is not listed on IDEAS
- Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017.
"Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem,"
Journal of Financial Intermediation, Elsevier, vol. 31(C), pages 93-106.
- Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015. "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series 1809, European Central Bank.
- Christoph F. Kurz & Martin Rehm & Rolf Holle & Christina Teuner & Michael Laxy & Larissa Schwarzkopf, 2019. "The effect of bariatric surgery on health care costs: A synthetic control approach using Bayesian structural time series," Health Economics, John Wiley & Sons, Ltd., vol. 28(11), pages 1293-1307, November.
- Selukar, Rajesh, 2011. "State Space Modeling Using SAS," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i12).
- Weigand Roland & Wanger Susanne & Zapf Ines, 2018.
"Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany,"
Journal of Official Statistics, Sciendo, vol. 34(1), pages 265-301, March.
- Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015. "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper 201522, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Lucchetti, Riccardo, 2011. "State Space Methods in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i11).
- repec:jss:jstsof:41:i06 is not listed on IDEAS
- Jacques Peeperkorn & Yudhvir Seetharam, 2016. "A learning-augmented approach to pricing risk in South Africa," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 6(1), pages 117-139, April.