Statistical early warning models with applications

DOI10.1093/JRSSSA/QNAF193MaRDI QIDQ7405872zbMATH OpenFDO

Authors Lucas Harlaar, Jacques J. F. Commandeur, Jan A. van den Brakel, Siem Jan Koopman, Niels Bos, Frits Bijleveld

Publication date 2026

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSA/QNAF193

zbMATH Keywords

Kalman filterlabour market statisticsmultivariate structural time series modelnowcastingroad fatalitiesseemingly unrelated time series equations

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering
• An introduction to state space time series analysis.
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• CONTINUOUS INSPECTION SCHEMES
• Estimating monthly labour force figures during the COVID-19 pandemic in the Netherlands
• scientific article; zbMATH DE number 52648 (Why is no real title available?)
• Model assisted survey sampling
• On a measure of lack of fit in time series models
• Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
• Single-month unemployment rate estimates for the Brazilian labour force survey using state-space models
• Small area estimation with state space common factor models for rotating panels
• State Space Models and MIDAS Regressions
• Time series analysis by state space methods.
• Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data

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