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Large time‐varying parameter VARs: A nonparametric approach
Journal of Applied Econometrics
◽
10.1002/jae.2722
◽
2019
◽
Vol 34
(7)
◽
pp. 1027-1049
◽
Cited By ~ 2
Author(s):
George Kapetanios
◽
Massimiliano Marcellino
◽
Fabrizio Venditti
Keyword(s):
Large Time
◽
Time Varying
◽
Nonparametric Approach
◽
Time Varying Parameter
Download Full-text
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Cited By
References
Large time-varying parameter VARs
Journal of Econometrics
◽
10.1016/j.jeconom.2013.04.007
◽
2013
◽
Vol 177
(2)
◽
pp. 185-198
◽
Cited By ~ 139
Author(s):
Gary Koop
◽
Dimitris Korobilis
Keyword(s):
Large Time
◽
Time Varying
◽
Time Varying Parameter
Download Full-text
Large Time-Varying Parameter VARs
SSRN Electronic Journal
◽
10.2139/ssrn.2025216
◽
2012
◽
Cited By ~ 3
Author(s):
Dimitris Korobilis
◽
Gary Koop
Keyword(s):
Large Time
◽
Time Varying
◽
Time Varying Parameter
Download Full-text
Flexible Mixture Priors for Large Time-varying Parameter Models
Econometrics and Statistics
◽
10.1016/j.ecosta.2021.06.001
◽
2021
◽
Author(s):
Niko Hauzenberger
Keyword(s):
Large Time
◽
Time Varying
◽
Time Varying Parameter
Download Full-text
Large Time-Varying Parameter Vars: A Non-Parametric Approach
SSRN Electronic Journal
◽
10.2139/ssrn.3026027
◽
2017
◽
Cited By ~ 20
Author(s):
George Kapetanios
◽
Massimiliano Marcellino
◽
Fabrizio Venditti
Keyword(s):
Large Time
◽
Time Varying
◽
Parametric Approach
◽
Time Varying Parameter
◽
Non Parametric
Download Full-text
Estimating Time-Varying Parameter Models with Stochastic Volatility: An Application to Inflation Forecasting
SSRN Electronic Journal
◽
10.2139/ssrn.3236806
◽
2018
◽
Author(s):
Douglas E. Turatti
Keyword(s):
Stochastic Volatility
◽
Time Varying
◽
Inflation Forecasting
◽
Time Varying Parameter
Download Full-text
Estimation of a Time-Varying Parameter from Long Range Dependent Data
SSRN Electronic Journal
◽
10.2139/ssrn.3653458
◽
2020
◽
Author(s):
Michael Tseng
Keyword(s):
Long Range
◽
Dependent Data
◽
Time Varying
◽
Time Varying Parameter
Download Full-text
Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
SSRN Electronic Journal
◽
10.2139/ssrn.607663
◽
2004
◽
Author(s):
Chang-Jin Kim
◽
Charles R. Nelson
Keyword(s):
Monetary Policy
◽
Time Varying
◽
Policy Rule
◽
Ex Post
◽
Time Varying Parameter
◽
Monetary Policy Rule
◽
Forward Looking
Download Full-text
Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data
Journal of Applied Econometrics
◽
10.1002/jae.2813
◽
2021
◽
Author(s):
Arnoud Stevens
◽
Joris Wauters
Keyword(s):
Survey Data
◽
Euro Area
◽
Time Varying
◽
Time Varying Parameter
Download Full-text
An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models
Econometrics and Statistics
◽
10.1016/j.ecosta.2020.11.003
◽
2021
◽
Author(s):
Stella Hadjiantoni
◽
Erricos John Kontoghiorghes
Keyword(s):
Numerical Method
◽
Large Scale
◽
Time Varying
◽
Seemingly Unrelated Regressions
◽
Time Varying Parameter
Download Full-text
Sensor fault detection and isolation using multiple robust filters for linear systems with time-varying parameter uncertainty and error variance constraints
2014 IEEE Conference on Control Applications (CCA)
◽
10.1109/cca.2014.6981376
◽
2014
◽
Cited By ~ 4
Author(s):
Bahareh Pourbabaee
◽
Nader Meskin
◽
Khashayar Khorasani
Keyword(s):
Fault Detection
◽
Linear Systems
◽
Parameter Uncertainty
◽
Error Variance
◽
Fault Detection And Isolation
◽
Time Varying
◽
Sensor Fault
◽
Time Varying Parameter
◽
Sensor Fault Detection
◽
Robust Filters
Download Full-text
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