Cited in
(58)- Time series modeling with Matlab: the SSpace toolbox
- Properties of higher order stochastic cycles
- Time Series Modelling of Daily Tax Revenues
- Estimation of market power in the presence of firm level inefficiencies
- An introduction to state space time series analysis.
- Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
- Computing the mean square error of unobserved components extracted by misspecified time series models
- Is the Phillips curve still alive? Evidence from the euro area
- A review of some modern approaches to the problem of trend extraction
- Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
- Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation
- An adaptive resampling scheme for cycle estimation
- On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
- Testing the currency-substitution model under the German hyperinflation
- Econometric software development: past, present and future
- Trends cycles and seasons: econometric methods of signal extraction
- Confidence Intervals for the Hyperparameters in Structural Models
- Linear dynamic harmonic regression
- Testing for a slowly changing level with special reference to stochastic volatility
- Stochastic and deterministic trend in state space models
- EViews
- gretl
- A measure of output gap for Italy through structural time series models
- OxMetrics
- RATS
- S+FinMetrics
- Ox
- SsfPack
- STAMP
- ECOTOOL
- SSpace
- CAPTAIN
- KFAS
- SSMMATLAB
- E4
- Recursive and en-bloc approaches to signal extraction
- SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
- SSM
- ebsc
- scsd
- TRAMO
- StateSpaceModels
- Filtering With Heavy Tails
- Diagnosing seasonal shifts in time series using state space models
- ARCHModels.jl
- ScoreDrivenModels.jl
- State space models for time series with patches of unusual observations
- Inferences in stochastic volatility models: a new simpler way
- Removing seasonality under a changing regime: filtering new car sales
- Tests of strict stationarity based on quantile indicators
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- Hyper-spherical and elliptical stochastic cycles
- The multiple testing problem for Box-Pierce statistics
- Trend estimation and de-trending via rational square-wave filters
- Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility
- Econometric methods of signal extraction
- Introduction to the special issue on statistical signal extraction and filtering
- Empirical Bayesian smoothing splines for signals with correlated errors: methods and applications
This page was built for software: STAMP
