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结果：找到“State Space”相关内容111个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

state space models with regime switching 详细版
1 个回复 - 1372 次查看 state space models with regime switching 详细版2022-4-14 23:23 - clb12345678 - Gauss专版

State-Space Models
29 个回复 - 4423 次查看 State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications ...2015-6-3 21:40 - lasgpope - 量化投资

【好书不断】State Space Models—Applications in Economics and Finance
30 个回复 - 8982 次查看很抱歉，很久没有为大家提供书籍。这次为大家提供的依然是Springer的，《State Space Model—Applications in Economics and Finance》，如果大家有做过状态空间模型，应该可以知道其采用的方法一般是卡尔曼滤波 ...2014-10-24 11:32 - crystal8832 - 计量经济学与统计软件

[下载] an introduction to state space time series analysis
15 个回复 - 6881 次查看 2009-4-1 11:06 - axltang - 计量经济学与统计软件

【经典教材系列】The State Space Method
94 个回复 - 12090 次查看欢迎订阅wwqqer文库！2015-8-23 06:49 - wwqqer - 微观经济学

【经典教材系列】State-Space Methods for Time Series Analysis
147 个回复 - 7393 次查看欢迎订阅wwqqer文库！2016-5-23 07:27 - wwqqer - 金融学（理论版）

【经典教材系列】Multivariate Time Series With Linear State Space Structure
89 个回复 - 9701 次查看欢迎订阅wwqqer文库！2016-5-16 06:42 - wwqqer - 计量经济学与统计软件

time series analysis by state space methods
35 个回复 - 16845 次查看论坛上有人要,状态空间方法经典书籍, 附件为原版书,收点小费 Time Series Analysis by State Space Methods J. Durbin and S. J. Koopman Description Providing analyses from both classical and Bayesi ...2011-7-4 08:38 - wenyu - 金融学（理论版）

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
17 个回复 - 3245 次查看【作者(必填)】Chang-Jin Kim (作者), Charles R. Nelson (作者) 【文题(必填)】State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (英语) 【年份(必填 ...2019-1-17 10:21 - lovebao - 求助成功区

求书：time series analysis by state space methods
3 个回复 - 3313 次查看求Durbin & Koopman: time series analysis by state space method.有谁能上传的，本人愿出500论坛币2008-11-26 20:50 - yushawkenn - 文献求助专区

求Kim 的 state space models书里的源代码，哪位同学能够发一下？
2 个回复 - 2045 次查看谢谢！2019-8-8 10:05 - su0301 - Gauss专版

state space models pdf
1 个回复 - 1271 次查看 state space models详细版2022-4-15 00:08 - ab1894331 - Gauss专版

Time Series Analysis by State Space Methods
2 个回复 - 1540 次查看作者J. Durbin & S. J. Koopman 讲卡尔曼滤波与时间序列模型的书，tb花钱买的电子版，很清晰！2021-7-21 16:50 - robsten1 - 新手入门区

急求懂得KIM书里state space model with Markov- switching的GAUSS程序编写的大神
1 个回复 - 1288 次查看本人正在做KIM书里第五章state space model with Markov-switching，源程序已准备好。现在急需懂得GAUSS编程的大神对原有程序进行修改。本人QQ：415039641。我目前已经修改了一部分，但是遇到了问题，不太会做了， ...2021-6-29 11:31 - 若若子 - Gauss专版

时间序列分析做题 arima state space model
0 个回复 - 451 次查看 2道题理论题2021-5-24 02:47 - kkiz766 - Forum

State-Space Methods for Time Series Analysis: Theory, Applications and Software
0 个回复 - 848 次查看 State-Space Methods for Time Series Analysis: Theory, Applications and Software2021-4-16 11:54 - mamingxiu - 金融学（理论版）

Time Series Analysis by State Space Methods(2ed)
13 个回复 - 5875 次查看 J. Durbin and S.J. Koopman. OUP 出版社 2012 需要文字版pdf，即可拷贝，而非扫描版本2013-1-26 17:27 - hardmann - 悬赏大厅

codes for The Pruned State-Space System for Non-Linear DSGE Models
3 个回复 - 543 次查看【作者(必填)】 Martin M Andreasen, Jesús Fernández-Villaverde, Juan F Rubio-Ramírez 【文题(必填)】 The Pruned State-Space System for Non-Linear DSGE Models【年份(必填)】 The Review of Economi ...2020-10-5 15:46 - hartliu - 求助成功区

Global stability of homogeneous steady states in scaling-invariant spaces for a
3 个回复 - 448 次查看【作者(必填)】 JieJiang[/backcolor] 【文题(必填)】 Global stability of homogeneous steady states in scaling-invariant spaces for a Keller–Segel–Navier–Stokes system【年份(必填)】2019 【全文链 ...2019-5-21 16:55 - xiaosongshu1 - 求助成功区

Modeling duration choice in space–time multi-state supernetworks
1 个回复 - 395 次查看【作者(必填)】【文题(必填)】 Modeling duration choice in space–time multi-state supernetworks for individual activity-travel scheduling 【年份(必填)】【全文链接或数据库名称(选填)】https://w ...2019-8-8 19:20 - ticket1988 - 求助成功区

GAUSS, Kim 的 state space models书里 MS models 的代码
5 个回复 - 2214 次查看我最近要用markov swithching models，我发现kim & nelson 的state space models with regime switching 里面的gauss 代码都有（比如第四章的程序） @================= Initialize Global Variables======1959.1 ...2018-9-8 18:09 - stop1205 - Gauss专版

Applications of State Space Models in Finance
12 个回复 - 2586 次查看 Sascha Mergner Applications of State Space Models in Finance An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Indus ...2010-7-7 10:25 - ningshisan - 计量经济学与统计软件

Time Series Analysis by State Space Methods [2 ed.]
11 个回复 - 2673 次查看 Title： Time Series Analysis by State Space Methods [2 ed.] Authors： Durbin J., Koopman S.J. Year:2012 Pages:369 Language:English Size:2 Mb Extension:pdf Contents 1. Introduction ...2014-8-7 14:21 - 一道心茶 - 经管书评

State Space Models in R
15 个回复 - 3922 次查看 2012-11-21 23:09 - leokan - R语言论坛

Using a multivariate auto-regressive state-space (MARSS) model to evaluate fishe
2 个回复 - 844 次查看【作者(必填)】 [*]Mengyao Zhu [*]Takashi YamakawaEmail author[/backcolor] [*]Mari Yoda [*]Tohya Yasuda [*]Hiroyuki Kurota [*]Seiji Ohshimo [*]Masa-aki Fukuwaka 【文题(必填)】 Using a multiv ...2018-6-11 22:39 - hyjkimi - 求助成功区

统计方法. Time series analysis by state space methods
0 个回复 - 713 次查看 TJ_13_2001_003. 统计方法. J.durbin and s.j.koopman. Time series analysis by state space methods. Oxford university press,oxford2018-4-11 19:08 - zongsugar - 经济统计专版

SSMMATLAB: MATLAB Programs for the Statistical Analysis of State Space Model
1 个回复 - 1130 次查看 [/td][/tr] [/table]2016-5-17 11:30 - 农村固定观察点 - winbugs及其他软件专版

The Pruned State-Space System for
2 个回复 - 386 次查看【作者(必填)】 Martin M Andreasen Jesús Fernández-Villaverde Juan F Rubio-Ramírez 【文题(必填)】 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications【年份 ...2017-12-27 15:35 - shanxianmin2011 - 求助成功区

"An Introduction to State Space Time Series Analysis" using Stan
27 个回复 - 2052 次查看 Reproducing "An Introduction to State Space Time Series Analysis" using StanTrying to reproduce the examples introduced in "An Introduction to State Space Time Series Analysis" using Stan.[/backcolor] ...2018-2-16 01:11 - Nicolle - winbugs及其他软件专版

discreteMarkovChain: Solve Markov Chains with a Discrete State Space.
6 个回复 - 1173 次查看 discreteMarkovChainWhile for statistical and scientific programming languages such as R various packages are available for analyzing Markov chains, equivalent packages in Python are rather scarce. Thi ...2018-2-8 08:57 - Nicolle - winbugs及其他软件专版

求RATS软件的State Space Models/DSGE课件，在官网购买的
1 个回复 - 681 次查看谁有RATS官网购买的State Space Models/DSGE课程的代码和PDF文件，我可以用其他课程和你交换2018-1-25 11:13 - lovebao - 悬赏大厅

monte carlo filter and smoother for non-gaussian nonlinear state space models
2 个回复 - 581 次查看【作者(必填)】 Genshiro Kitagawa 【文题(必填)】 monte carlo filter and smoother for non-gaussian nonlinear state space models 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfon ...2017-9-7 01:41 - 菜园老头 - 求助成功区

PySSM: Bayesian Inference of Linear Gaussian State Space Models
4 个回复 - 1242 次查看 [/td][/tr] [/table]2016-12-11 03:38 - Lisrelchen - winbugs及其他软件专版

The State Space Models Toolbox for MATLAB
1 个回复 - 1210 次查看 [/td][/tr] [/table]2016-5-17 11:12 - Nicolle - winbugs及其他软件专版

STATE SPACE AND UNOBSERVED COMPONENT MODELS Theory and Applications
0 个回复 - 1219 次查看 Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis o ...2017-6-17 00:30 - 大明童鞋 - 数据分析与数据挖掘

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
0 个回复 - 1865 次查看 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications 书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Ap ...2017-5-10 11:12 - lzg_jlu - 计量经济学与统计软件

state-space models with regime switching:
71 个回复 - 25873 次查看书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Applications 作者：Chang-Jin Kim, Charles R. Nelson 格式：pdf分卷压缩来源：自己复印扫描大小：39m 页数 ...2008-9-9 08:12 - bookbug - 计量经济学与统计软件

有没有人有STAMP这个软件呢？做state space 用
0 个回复 - 588 次查看有没有人有STAMP这个软件呢？做state space 用。求大神帮忙，悬赏500论坛币2017-5-2 18:20 - jiweijin - 计量经济学与统计软件

On Gibbs Sampling for State Space Models
1 个回复 - 836 次查看【作者(必填)】【文题(必填)】On Gibbs Sampling for State Space Models 【年份(必填)】【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/ ... ?redirectedFrom=PDF2017-4-25 01:21 - 菜园老头 - 求助成功区

state space model（状态空间模型）可以使用panel data吗？
2 个回复 - 2716 次查看 state space model 可以使用panel data吗？如何使用？有相关文献资料吗？谢谢~~~2017-2-28 10:28 - wosiyun - 计量经济学与统计软件

有没有人做State Space模型的?可以一起讨论嘛?
15 个回复 - 7230 次查看这里有人做state space,(KALMAN FILTER)之类的预测模型的吗? 我做这个有半年了,但是感觉进度好慢,基本的已经可以运用一下,但感觉仅仅是在应用方面,无非也就是传统的一些预测模型套上写成STATE SPACE MODEL,用KALMAN ...2006-3-22 21:53 - terryzz5 - Stata专版

State Space Models in R
35 个回复 - 7849 次查看 http://bbs.pinggu.org/thread-2138270-1-1.html2013-12-12 02:32 - Nicolle - R语言论坛

【时间序列模型，Springer 经济学理论】State Space Modeling of Time Series
31 个回复 - 3572 次查看 State Space Modeling of Time Series Authors: Prof. Masanao Aoki In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for ...2016-10-26 11:40 - cmwei333 - 金融学（理论版）

A State-Space Model for National Football League Scores
4 个回复 - 737 次查看【作者(必填)】Mark E. Glickman, Hal S. Stern 【文题(必填)】A State-Space Model for National Football League Scores 【年份(必填)】1998 【全文链接或数据库名称(选填)】http://amstat.tandfonline.com ...2016-5-12 11:20 - dliangfranklin - 求助成功区

Outlook 2004: the paradox of real estate capital markets and space markets
1 个回复 - 607 次查看【作者(必填)】 [*]Marc Louargand, [*] [*] [*] [*] [*]Michael Gately 【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/br ...2016-12-10 20:48 - liugp1982 - 求助成功区

SMC2: an efficient algorithm for sequential analysis of state space models
1 个回复 - 622 次查看【作者(必填)】N. Chopin1, P. E. Jacob2 andO. Papaspiliopoulos3 【文题(必填)】SMC2: an efficient algorithm for sequential analysis of state space models 【年份(必填)】2013 【全文链接或数据库名 ...2016-7-19 08:21 - hnhs100 - 求助成功区

Linear State-Space Control Systems
4 个回复 - 1350 次查看 Product Details [*]Hardcover: 480 pages [*]Publisher: Wiley; 1 edition (Feb. 9 2007) [*]Language: English [*]ISBN-10: 0471735558 [*]ISBN-13: 978-04717355572016-1-25 00:18 - Nicolle - winbugs及其他软件专版

[下载]State-Space Models with Regime Switching- Classical and Gibbs-Sampling Appro
47 个回复 - 22943 次查看 [此贴子已经被作者于2008-3-31 12:47:14编辑过]2008-3-31 12:37 - state12 - 公共经济学

VAR 模型的STATE SPACE 估计
3 个回复 - 3411 次查看求助：有没有同学知道如何用STATE SPACE 形式估计VAR 模型？可以用哪些软件实现呢？多谢2005-12-27 22:01 - tiantianwo - Stata专版

[求助]State-Space Models with Regime Switching：Classical and Gibbs-Sampling
1 个回复 - 2457 次查看 State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications2008-4-1 10:30 - mike_zhang - 求助成功区

2012新书发布： Time Series Analysis by State Space Methods 2ed
1 个回复 - 3063 次查看论坛上有第一版，下面发布的是第二版，很多人需要的！ Time Series Analysis by State Space Methods [精装] James Durbin (作者), Siem Jan Koopman (作者) 分享我的评价 | 亚马逊正品行货 | 图 ...2013-12-31 21:19 - rmatrix - 计量经济学与统计软件

求教一个state space问题
1 个回复 - 2804 次查看运行Tsay书中命令时出现问题：Hessian failed to invert. in: SsfFit(tv.start, fund.capm, "tv.capm", mX = X.mat)海赛矩阵不能求逆是什么原因2008-3-29 22:59 - xht_322 - R语言论坛

关于state space model的问题
1 个回复 - 1888 次查看请教大家个问题，如果样本数据是年份数据，比如从1995-2008年的宏观数据，用state space model，Kalman filter 建立模型做是不是很没有说服力，因为样本太少了？非常感谢本文来自: 人大经济论坛宏观经济学版，详细 ...2010-12-1 12:25 - wyy19860530 - 计量经济学与统计软件

Forecasting with Exponential Smoothing-The State Space Approach
16 个回复 - 9044 次查看 Forecasting with Exponential SmoothingThe State Space ApproachSeries: Springer Series in Statistics Hyndman, R.J., Koehler, A.B., Ord, J.K., Snyder, R.D. 2008, XIV, 362 p. 46 illus., Softcove ...2008-7-16 06:51 - bookbug - 计量经济学与统计软件

Time Series Analysis by State Space Met
2 个回复 - 1656 次查看 1 Introduction 1 1.1 Basic ideas of state space analysis 1 1.2 Linear Gaussian model I 1.3 Non-Gaussian and nonlinear models 3 1.4 Prior knowledge 4 1.5 Notation 4 1.6 Other books on state s ...2014-1-17 21:13 - solerole - 宏观经济学

State Space Modeling of Time Series
6 个回复 - 983 次查看【作者(必填)】Masanao Aoki 【文题(必填)】State Space Modeling of Time Series 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3-642-75883-6 ISBN: ...2014-10-30 06:56 - 提拉米苏碎了 - 求助成功区

这个书谁有啊？《state-space models with r...
4 个回复 - 1808 次查看这个书谁有啊？《state-space models with regime switching:classical gibbs-sampling approaches with applications 》kim and nelson(1999) MIT press2014-7-30 16:32 - 月亮米拉 - 悬赏大厅

Time Series Analysis by State Space Metho...
1 个回复 - 1111 次查看 Time Series Analysis by State Space Methods Second Edition The late James Durbin and Siem Jan Koopman Oxford Statistical Science Series 38 368 pages | 34 b/w illustrations | 234x156mm 978-0-19-96 ...2014-8-4 17:49 - 月亮米拉 - 悬赏大厅

Time Series Analysis by State Space Metho...
5 个回复 - 1536 次查看 Time Series Analysis by State Space Methods Second Edition The late James Durbin and Siem Jan Koopman Oxford Statistical Science Series 38 368 pages | 34 b/w illustrations | 234x156mm 978-0-19-96 ...2014-8-4 12:31 - 月亮米拉 - 悬赏大厅

Linear State-Space Control Systems
1 个回复 - 706 次查看 ~ Robert L. Williams II (作者), Douglas A. Lawrence (作者) [*]出版社: John Wiley & Sons (2007年2月9日) [*]外文书名: 线性状态矢量空间控制系统 [*]精装: 480页 [*]语种：英语 [*]ISBN: 047173555 ...2014-3-19 14:57 - 唐宋元清 - 求助成功区

[分享]春节贺礼：Kim及与其他共写的《State Space Models with Regime-Switching》3-11章gauss程序及数据3
12 个回复 - 8797 次查看 2006-1-20 16:47 - xuelida - Gauss专版

Spacecraft Reliability and Multi-State Failures- A Statistical Approach
1 个回复 - 1003 次查看多谢应助了2014-2-27 19:19 - huangzhiyuan - 微观经济学

[分享]春节贺礼：Kim及与其他共写的《State Space Models with Regime-Switching》3-11章gauss程序及数据2
11 个回复 - 7993 次查看 2006-1-20 16:46 - xuelida - Gauss专版

Fitting State Space Models with EViews
0 个回复 - 1314 次查看 2013-12-14 00:02 - Nicolle - EViews专版

State Space Modeling Using SsfPack in S+FinMetrics 3.0
0 个回复 - 1537 次查看 2013-12-12 02:11 - Nicolle - R语言论坛

Kim and Nelson(1999) State-space models with regime switching
5 个回复 - 2708 次查看【作者(必填)】 Chang-Jin Kim and Charles R. Nelson 【文题(必填)】 State-Space Models with Regime-Switching:Classical and Gibbs-Sampling Approaches with Applications 【年份(必填)】 1999 【全文链接 ...2013-10-10 08:34 - wxylzh - 文献求助专区

[感谢]State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approa
4 个回复 - 6482 次查看 Kim，Nelson，State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications，The MIT Press，1999 [此贴子已经被sun_man于2007-8-30 19:14:35编辑过]2007-8-24 19:13 - xuehe - 求助成功区

Modeling of the national economies in state-space
2 个回复 - 1051 次查看【作者(必填)】【文题(必填)】 Modeling of the national economies in state-space: A fractional calculus approach 【年份(必填)】 2012 【全文链接或数据库名称(选填)】2013-10-7 17:56 - liuguanchun - 文献求助专区

state space representation 有关innovation方差问题
13 个回复 - 2374 次查看又来问问题了，第二页高亮部分说样本的平均标准差大概是2，所以他为状态方程和观测方程的两个stochastic innovations分别选择方差（0.5^2，1.5^2）和（1,1），看起来是两个stochastic innovations的标准差的和都是2 ...2013-8-24 16:51 - cheetahyk - 宏观经济学

state-space models with regime switching_Classical and Gibbs-Sampling Approach
16 个回复 - 6847 次查看 state-space models with regime switching_Classical and Gibbs-Sampling Approach 这里链接一个很好的书，有gauss code进行练习。 http://www.pinggu.org/bbs/thread-357720-1-1.html2009-9-8 12:49 - xuelida - Gauss专版

state space model for stock return
0 个回复 - 976 次查看 2013-9-13 09:38 - liwei2000 - 金融学（理论版）

Efficient Likelihood Evaluation of State-Space Representations
1 个回复 - 770 次查看【作者(必填)】David N. DeJong [*]University of Pittsburgh [*]Roman Liesenfeld [*]Universit琀 Kiel [*]Guilherme V. Moura [*]Universidade Federal de Santa Catarina [*]Jean-Fran漀椀 ...2013-9-7 09:51 - hnhs100 - 求助成功区

State Space and Unobserved Component Models
4 个回复 - 4203 次查看 State Space and Unobserved Component Models STATE SPACE AND UNOBSERVED COMPONENT MODELS Theory and Applications This volume oﬀers a broad overview of the state-of-the-art developments in t ...2010-7-8 08:27 - ningshisan - 计量经济学与统计软件

An Introduction to State Space Time Series Analysis
7 个回复 - 3296 次查看 An Introduction to State Space Time Series Analysis (Practical Econometrics)Jacques J.F. Commandeur Reviewa fascinating read...excellent CFA Society of the UK I really recommend this b ...2010-2-13 22:04 - martinnyj - 金融学（理论版）

求Sequential numerical integration in nonlinear state space
1 个回复 - 753 次查看【作者(必填)】 [*]Florian Heiss* 【文题(必填)】 Sequential numerical integration in nonlinear state space models for microeconometric panel data 【年份(必填)】 2008 【全文链接或数据库名称(选填 ...2013-2-22 13:37 - 凸集分离定理 - 求助成功区

[下载]An Introduction to State Space Time Series Analysis
20 个回复 - 9380 次查看 【书名】An Introduction to State Space Time Series Analysis 【作者】Jacques J. F. Commandeur Siem Jan Koopman 【出版社】Oxford University Press<p ...2008-7-4 00:23 - summerlive - 计量经济学与统计软件

Filtering and smoothing in state space models with partially diffuse
2 个回复 - 953 次查看【作者(必填)】ANSLEYC, . F. & KoHN, R. 【文题(必填)】Filtering and smoothing in state space models with partially diffuse initial conditions 【年份(必填)】1990 【全文链接或数据库名称(选填)】Journal ...2013-2-12 10:53 - q82h2 - 求助成功区

请教一个联立的state space模型问题
1 个回复 - 1444 次查看向高手请教: EViews能否做联立的状态空间模型?具体来讲,是一个特殊的联立方程组,自变量都在等式右边,但是因变量加总等于一个常数. 非常感谢!! 如果是杭州的高手可以请客!2009-7-12 02:17 - clx - EViews专版

time series forecasting--- the state space model
3 个回复 - 3127 次查看好书还是值得共享的：正在学习觉得很不错，现分享出来。《forecasting with exponential smoothing---the state space approach》 1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . ...2010-4-12 19:18 - zhushji - R语言论坛

Filtering for Linear and Nonlinear State Space Models
3 个回复 - 1628 次查看 Kalman Filter State space models2010-9-10 17:23 - shuxia - 计量经济学与统计软件

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