结果：找到“unobserved component model”相关内容13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）
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
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
[推荐][下载]Readings in Unobserved Components Models (Advanced Texts in Econometrics
7 个回复 - 5213 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 - 5213 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
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
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
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
[下载]An unobserved component model of asset pricing across financial markets
3 个回复 - 3147 次查看 An unobserved component model of asset pricing across financial markets Adrian M. Cowana, , and Frederick L. Joutzb aDepartment of Finance, Economics and Quantitative Methods, University of A ...2005-3-9 06:23 - hanszhu - 计量经济学与统计软件
3 个回复 - 3147 次查看 An unobserved component model of asset pricing across financial markets Adrian M. Cowana, , and Frederick L. Joutzb aDepartment of Finance, Economics and Quantitative Methods, University of A ...2005-3-9 06:23 - hanszhu - 计量经济学与统计软件
悬赏求unobserved component time series models with ARCH disturbance
2 个回复 - 875 次查看 求论文unobserved component time series models with ARCH disturbance 1992 j. of econometrics2011-8-3 15:56 - sjm1972 - 求助成功区
2 个回复 - 875 次查看 求论文unobserved component time series models with ARCH disturbance 1992 j. of econometrics2011-8-3 15:56 - sjm1972 - 求助成功区
关于unobserved component model
5 个回复 - 4797 次查看 unobserved component model,这个翻译成中文是"不可观测的因素模型"吗?哪里可以查到这个模型,哪位大神能给点中文或者英文的资料.最后,这个模型用软件怎么实现??matlab可以实现吗??2015-6-5 16:05 - ╰っChanging - 计量经济学与统计软件
5 个回复 - 4797 次查看 unobserved component model,这个翻译成中文是"不可观测的因素模型"吗?哪里可以查到这个模型,哪位大神能给点中文或者英文的资料.最后,这个模型用软件怎么实现??matlab可以实现吗??2015-6-5 16:05 - ╰っChanging - 计量经济学与统计软件
Unobserved Component Models 的“Unobserved ”怎么理解？
4 个回复 - 2652 次查看 Unobserved Component Models 的“Unobserved ”怎么理解？2014-5-20 00:52 - econfj - 计量经济学与统计软件
4 个回复 - 2652 次查看 Unobserved Component Models 的“Unobserved ”怎么理解？2014-5-20 00:52 - econfj - 计量经济学与统计软件
A Bayesian Analysis of Unobserved Component Models Using Ox
3 个回复 - 1048 次查看 2013-12-12 02:13 - Nicolle - 计量经济学与统计软件
3 个回复 - 1048 次查看 2013-12-12 02:13 - Nicolle - 计量经济学与统计软件
[100金求书]State Space and Unobserved Component Models
5 个回复 - 2872 次查看 书名：State Space and Unobserved Component Models：Theory and Applications作者：Edited by Andrew Harvey University of CambridgeSiem Jan Koopman Vrije Universiteit, AmsterdamNeil Shep ...2008-5-29 14:33 - newsta - 文献求助专区
5 个回复 - 2872 次查看 书名：State Space and Unobserved Component Models：Theory and Applications作者：Edited by Andrew Harvey University of CambridgeSiem Jan Koopman Vrije Universiteit, AmsterdamNeil Shep ...2008-5-29 14:33 - newsta - 文献求助专区
