A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

Journal of Econometrics ◽

10.1016/0304-4076(95)01781-x ◽

1997 ◽

Vol 76 (1-2) ◽

pp. 39-52 ◽

Author(s):

Thomas S. Shively ◽

Robert Kohn

Keyword(s):

Time Series ◽

Model Selection ◽

Bayesian Approach ◽

Regression Models ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Stochastic Coefficient ◽

Structural Time

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Structural Time Series Models and Trend Detection in Global and Regional Temperature Series

Journal of Climate ◽

10.1175/1520-0442(1999)012<2347:stsmat>2.0.co;2 ◽

1999 ◽

Vol 12 (8) ◽

pp. 2347-2358 ◽

Author(s):

Xiaogu Zheng ◽

Reid E. Basher

Keyword(s):

Time Series ◽

Temperature Series ◽

Trend Detection ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Regional Temperature ◽

Structural Time

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Seasonal Adjustment Based on Structural Time Series Models

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation - Statistics for Social and Behavioral Sciences ◽

10.1007/978-3-319-31822-6_6 ◽

2016 ◽

pp. 147-164

Author(s):

Estela Bee Dagum ◽

Silvia Bianconcini

Keyword(s):

Time Series ◽

Seasonal Adjustment ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Prediction of traffic-related nitrogen oxides concentrations using Structural Time-Series models

Atmospheric Environment ◽

10.1016/j.atmosenv.2011.04.053 ◽

2011 ◽

Vol 45 (27) ◽

pp. 4719-4727 ◽

Author(s):

Anneka Ruth Lawson ◽

Bidisha Ghosh ◽

Brian Broderick

Keyword(s):

Time Series ◽

Nitrogen Oxides ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting structural time series models and the Kalman filter, A. C. Harvey. Cambridge University Press, Cambridge, 1989. ISBN 0-521-32196-4, cloth, £55.00 Pp. xvi + 554

Journal of Applied Econometrics ◽

10.1002/jae.3950060312 ◽

1991 ◽

Vol 6 (3) ◽

pp. 329-331 ◽

Author(s):

Laura Sabani

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Cambridge University ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Calendar effects in structural time series models with trend and season

Empirical Economics ◽

10.1007/bf01972393 ◽

1989 ◽

Vol 14 (3) ◽

pp. 241-256 ◽

Author(s):

R. Pauly ◽

A. Schell

Keyword(s):

Time Series ◽

Time Series Models ◽

Calendar Effects ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting industrial production using structural time series models

Omega ◽

10.1016/s0305-0483(98)00024-3 ◽

1998 ◽

Vol 26 (6) ◽

pp. 751-767 ◽

Author(s):

Gerhard Thury ◽

Stephen F. Witt

Keyword(s):

Time Series ◽

Industrial Production ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting, Structural Time Series Models and the Kalman Filter.

Economica ◽

10.2307/2554700 ◽

1991 ◽

Vol 58 (232) ◽

pp. 537 ◽

Author(s):

Denise R. Osborn ◽

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Structural Time Series Models

International Encyclopedia of Statistical Science ◽

10.1007/978-3-642-04898-2_577 ◽

2011 ◽

pp. 1555-1558 ◽

Author(s):

Juan Carlos Abril

Keyword(s):

Time Series ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting, Structural Time Series Models and the Kalman Filter

10.1017/cbo9781107049994 ◽

1990 ◽

Author(s):

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Unemployment and growth: some empirical evidence from structural time series models

Applied Economics ◽

10.1080/00036840010003276 ◽

2001 ◽

Vol 33 (8) ◽

pp. 1083-1088 ◽

Author(s):

V. Anton Muscatelli ◽

Patrizio Tirelli

Keyword(s):

Time Series ◽

Empirical Evidence ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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