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结果：找到“State Space model”相关内容66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 model，Dynamic factor model状态空间模型动态因子模型VARMA model
2 个回复 - 214 次查看 State space model，Dynamic factor model状态空间模型动态因子模型Stata III-4-7 TS Dynamic factor model State space model State space model Dynamic factor model VARMA model State space mod ...2023-11-9 16:38 - 2023Hua - 现金交易版

state space models with regime switching 详细版
1 个回复 - 1023 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 - 1243 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

State-Space Models
29 个回复 - 4254 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 - 8800 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

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 - 1712 次查看谢谢！2019-8-8 10:05 - su0301 - Gauss专版

state space models pdf
1 个回复 - 951 次查看 state space models详细版2022-4-15 00:08 - ab1894331 - Gauss专版

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

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 - 985 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 - 417 次查看 2道题理论题2021-5-24 02:47 - kkiz766 - Forum

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

Modeling duration choice in space–time multi-state supernetworks
1 个回复 - 370 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 - 2082 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 - 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 - 3836 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 - 818 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

SSMMATLAB: MATLAB Programs for the Statistical Analysis of State Space Model
1 个回复 - 1087 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

求RATS软件的State Space Models/DSGE课件，在官网购买的
1 个回复 - 658 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 - 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 - 1197 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 - 1167 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 - 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 - 25300 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 model（状态空间模型）可以使用panel data吗？
2 个回复 - 2675 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

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 - 3435 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 - 700 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

SMC2: an efficient algorithm for sequential analysis of state space models
1 个回复 - 585 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

[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

关于state space model的问题
1 个回复 - 1856 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

State Space Modeling of Time Series
6 个回复 - 958 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 - 1759 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

[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 - 7379 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 - 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

Modeling of the national economies in state-space
2 个回复 - 1033 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 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

state space model for stock return
0 个回复 - 946 次查看 2013-9-13 09:38 - liwei2000 - 金融学（理论版）

State Space and Unobserved Component Models
4 个回复 - 4121 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

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

time series forecasting--- the state space model
3 个回复 - 3072 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 - 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

求教：state space model是否可用于panel data分析？
9 个回复 - 4795 次查看我翻了一下eviews的帮助文档，好像就只用到了时间序列数据，不知道能不能用于面板数据？该怎么做？2005-4-6 16:59 - Jeffson - Stata专版

[已解决]求助State-Space Models with Regime Switching
2 个回复 - 2798 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

state space model
0 个回复 - 1434 次查看 (１)我想问下只有４期的数据能利用state space model 进行预测吗？ (2) 不等间隔的数据的能利用state space model做吗？ (3) SAS里面怎么完成对state space model 的预测啊？谢谢了！2011-3-17 11:05 - bridog - SAS专版

state space model
5 个回复 - 2117 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2010-12-1 12:18 - wyy19860530 - 宏观经济学

Term Structure Modeling and Estimation in a State Space Framework
2 个回复 - 2137 次查看 Term Structure Modeling and Estimation in a State Space FrameworkSeries: Lecture Notes in Economics and Mathematical Systems , Vol. 565 Lemke, Wolfgang 2006, IX, 223 p., SoftcoverISBN ...2008-3-20 09:47 - bookbug - 计量经济学与统计软件

[100金求书]State Space and Unobserved Component Models
5 个回复 - 2818 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

Applications of State Space Models in Finance
2 个回复 - 1806 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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