结果：找到“Unobserved Components”相关内容6个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Time Series Modelling With Unobserved Components (Pelagatti,2015)
15 个回复 - 3219 次查看 Time Series Modelling With Unobserved Components (Pelagatti,2015)Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analy ...2017-7-25 18:50 - kevinbrieven - 金融学（理论版）
15 个回复 - 3219 次查看 Time Series Modelling With Unobserved Components (Pelagatti,2015)Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analy ...2017-7-25 18:50 - kevinbrieven - 金融学（理论版）
Unobserved Components and Time Series Econometrics
6 个回复 - 1355 次查看 This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where th ...2017-6-27 04:23 - nivastuli - 金融学（理论版）
6 个回复 - 1355 次查看 This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where th ...2017-6-27 04:23 - nivastuli - 金融学（理论版）
[推荐][下载]Readings in Unobserved Components Models (Advanced Texts in Econometrics
7 个回复 - 5210 次查看 【书名】 Reading in Unobserved Components Models (Advanced Texts in Econometrics)【作者】Andrew C. Harvey, Tommaso Proietti【出版社】Oxford University Press【版本】1st edtion【出版日期】June 23, ...2008-3-6 09:32 - bundy - 计量经济学与统计软件
7 个回复 - 5210 次查看 【书名】 Reading in Unobserved Components Models (Advanced Texts in Econometrics)【作者】Andrew C. Harvey, Tommaso Proietti【出版社】Oxford University Press【版本】1st edtion【出版日期】June 23, ...2008-3-6 09:32 - bundy - 计量经济学与统计软件
Reading in Unobserved Components Models (Advanced Texts in Econometrics)
8 个回复 - 2352 次查看 Part One Signal Extraction and Likelihood Inference for Linear UC Models 1 1. Introduction 3 1 The Linear State Space Form 3 2 Alternative State Space Representations and Extensions 3 3 The Kalman ...2009-7-26 09:55 - aimms - 计量经济学与统计软件
8 个回复 - 2352 次查看 Part One Signal Extraction and Likelihood Inference for Linear UC Models 1 1. Introduction 3 1 The Linear State Space Form 3 2 Alternative State Space Representations and Extensions 3 3 The Kalman ...2009-7-26 09:55 - aimms - 计量经济学与统计软件
Forecasting economic time series using unobserved components time series models
2 个回复 - 1612 次查看 Unobserved components time series models have a natural state space representation. The statistical treatment can therefore be based on the Kalman filter and its related methods. The resulting model ...2010-5-29 16:20 - xiashi1988 - 宏观经济学
2 个回复 - 1612 次查看 Unobserved components time series models have a natural state space representation. The statistical treatment can therefore be based on the Kalman filter and its related methods. The resulting model ...2010-5-29 16:20 - xiashi1988 - 宏观经济学
