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结果：找到“State Space Models in R”相关内容36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 - 1025 次查看 state space models with regime switching 详细版2022-4-14 23:23 - clb12345678 - Gauss专版

Bayesian Inference of State Space Models Kalman Filtering and Beyond
10 个回复 - 1244 次查看 Bayesian Inference of State Space Models Kalman Filtering and Beyond AUTHOR Kostas Triantafyllopoulos2023-2-26 03:38 - alphabeta12 - 新手入门区

【好书不断】State Space Models—Applications in Economics and Finance
30 个回复 - 8801 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

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
17 个回复 - 3171 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

codes for The Pruned State-Space System for Non-Linear DSGE Models
3 个回复 - 506 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

Applications of State Space Models in Finance
12 个回复 - 2500 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

State Space Models in R
15 个回复 - 3837 次查看 2012-11-21 23:09 - leokan - R语言论坛

monte carlo filter and smoother for non-gaussian nonlinear state space models
2 个回复 - 556 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 - 1198 次查看 [/td][/tr] [/table]2016-12-11 03:38 - Lisrelchen - winbugs及其他软件专版

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
0 个回复 - 1764 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 - 25304 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

On Gibbs Sampling for State Space Models
1 个回复 - 813 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 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

[下载]State-Space Models with Regime Switching- Classical and Gibbs-Sampling Appro
47 个回复 - 22784 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

[求助]State-Space Models with Regime Switching：Classical and Gibbs-Sampling
1 个回复 - 2409 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

[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 - 8117 次查看 2006-1-20 16:47 - xuelida - Gauss专版

[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 - 7380 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

Kim and Nelson(1999) State-space models with regime switching
5 个回复 - 2557 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 - 6422 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

state-space models with regime switching_Classical and Gibbs-Sampling Approach
16 个回复 - 6114 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

Filtering and smoothing in state space models with partially diffuse
2 个回复 - 919 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

Filtering for Linear and Nonlinear State Space Models
3 个回复 - 1590 次查看 Kalman Filter State space models2010-9-10 17:23 - shuxia - 计量经济学与统计软件

State-Space Models with Regime Switching
1 个回复 - 2690 次查看看到大家都在看KIM的程序， State-Space Models with Regime Switching 是他的书，应该和程序是相对应的吧[/backcolor] 这本书有网友已经上传了，我就不从发了。不过因为没在GAUSS专版里，估计很多人找不到，所以就 ...2012-6-20 00:33 - syasd - Gauss专版

悬赏应贴- State-Space Models with Regime Switching Classical and Gibbs-Sampling
2 个回复 - 1393 次查看应第一百三十七期官方悬赏 1500币悬赏，现在发表： State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications 作者： Chang-Jin Kim, Charles R. Nelson 格式 ...2011-10-26 08:26 - 99rabbit - 宏观经济学

[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1
6 个回复 - 4230 次查看 Kim 写的程序，word版本，英文的并带相关论文题目2006-1-20 16:45 - xuelida - Gauss专版

[已解决]求助State-Space Models with Regime Switching
2 个回复 - 2801 次查看书名State-Space Models with Regime SwitchingClassical and Gibbs-Sampling Approaches with Applications作者：Chang-Jin Kim and Charles R. Nelson出版商：MIT出版日期：1999总页数：311电子版链接：http://mit ...2008-11-11 11:41 - xshmyt - 文献求助专区

Applications of State Space Models in Finance
2 个回复 - 1807 次查看 Applications of State Space Models in Finance Universitätsverlag Göttingen | 2009 | ISBN: 3941875227 | 235 pages | PDF | 2.21 MB An Empirical Analysis of the Time-varying Relat ...2010-2-21 13:05 - martinnyj - 金融学（理论版）

state-space models with regime switching
0 个回复 - 2344 次查看 state-space models with regime switching RT2010-5-2 16:30 - 闪电之云 - 计量经济学与统计软件

[已解决]500金币State-Space Models with Regime Switching
2 个回复 - 2670 次查看已解决。求书:State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications Kim，Nelson，State-Space Models with Regime Switching：Classical and Gibbs-Sampling Ap ...2008-3-31 09:25 - sjm1972 - 求助成功区

求State-Space Models with Regime-Switching
0 个回复 - 1504 次查看求助:State-Space Models with Regime-Switching 有很多计量软件及资料,可以资源共享2008-3-11 10:32 - messages - 文献求助专区

求助：state-space models with regime-switching
0 个回复 - 1539 次查看非常感谢各位的帮忙，我们可以交换文献，共享资源。2008-3-3 23:14 - lxygy - 文献求助专区

A Bayesian State Space Approach to Estimating Pest Management Models
0 个回复 - 540 次查看 2006-6-13 17:42 - 相关系数表683 - Forum

Cointegration between trends and their estimators in state space models and...
0 个回复 - 308 次查看 2004-12-6 19:37 - 增发股票089 - Forum

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empiri...
0 个回复 - 196 次查看 2004-11-21 03:35 - 等成本曲线238 - Forum

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