期刊論文1. | Koopman, S. J.(1997)。“Exact initial Kalman filtering and smoothing fornon-stationary time series models”。Journal of the American Statistical Association,92,1630–1638。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | De Jong, P.(1991)。The diffuse Kalman filter。Annals of Statistics,19(2),1073-1083。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Kalman, R.、Bucy, R.(1961)。New results in linear filtering and prediction theory。Transactions of the American Society of Mechanical Engineers,83,95-108。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Reinsel, G. C.、Ahn, S. K.(1992)。Vector Autoregressive Models with Unit Roots and Reduced Rank Structure: Estimation, Likelihood Ratio Test, and Forecasting。Journal of Time Series Analysis,13,353-375。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | 林向愷、黃裕烈、管中閔(19981200)。景氣循環轉折點認定與經濟成長率預測。經濟論文叢刊,26(4),431-457。 延伸查詢![new window](/gs32/images/newin.png) |
7. | Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Boot, J. C. G., Feibes, W., and Lisman, J. H. C. Lisman(1967)。“Furthermethods of derivation of quarterly figures from annual data”。Applied Statistics,16,65–75。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Chow, G. C. and Lin, A. L.(1971)。“Best linear unbiased interpolation,distribution and extrapolation of time series by related series”。Review of Economics and Statistics,53,372–375。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | De Alba, E.(1988)。“Disaggregation and forecasting: A Bayesian analysis”。Journal of Business and Economic Statistics,6,197–206。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Fern’andez R.(1981)。“A methodological note on the estimation of timeseries”。Review of Economics and Statistics,63,471–478。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Fitzgerald, R. J.(1971)。“Divergence of the Kalman filter”。IEEE Transactionson Automatic Control,AC - 16,736–747。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Friedman, M.(1962)。“The interpolation of time series by related series”。Journal of the American Statistical Association,57,729–757。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Harvey, A. C. and Phillips, G. D. A.(1979)。“The estimation of regressionmodels with autoregressive-moving average disturbances”。Biometrika,66,49–58。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Koopman, S. J. and Durbin, J.(2003)。“Filtering and smoothing of statevector for diffuse state-space models”。Journal of Time Series Analysis,24,85–98。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Lin, J. L. and Tsay, R. S.(1996)。“Co-integration constraint and forecasting:An empirical examination”。Journal of Applied Econometrics,11,519–538。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Litterman, R. B.(1983)。“A random walkMarkov model for the distributionof time series”。Journal of Business and Economic Statistics,169–173。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Proietti, T.(2006)。“Temporal disaggregation by state-space methods: Dynamicregression methods revisited”。Econometrics Journal,357–372。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Wei, W. W. S. and Stram, D. O.(1990)。“Disaggregation of time seriesmodels”。Journal of the Royal Statistical Society Series B,52,453–467。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Fitzgerald, R. J.(1971)。Divergence of the Kalman filter。IEEE Transactions on Automatic Control,AC-16,736-747。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Friedman, M.(1962)。The interpolation of time series by related series。Journal of the American,57,729-757。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Harvey, A. C.、Phillips, G. D. A.(1979)。The estimation of regression models with autoregressive-moving average disturbances。Biometrika,66,49-58。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Boot, J. C. G.、Feibes, W.、Lisman, J. H. C. Lisman(1967)。'Further methods of derivation of quarterly figures from annual data。Applied Statistics,16,65-75。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Chow, G. C.、Lin, A. L.(1971)。Best linear unbiased interpolation, distribution and extrapolation of time series by related series。Review of Economics and Statistics,53,372-375。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | De Alba, E.(1988)。Disaggregation and forecasting: A Bayesian analysis。Journal of Business and Economic Statistics,6,197-206。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Ferández, R.(1981)。A methodological note on the estimation of time series。Review of Economics and Statistics,63,471-478。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Koopman, S. J.、Durbin, J.(2003)。Filtering and smoothing of state vector for diffuse state-space models。Journal of Time Series Analysis,24,85-98。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Lin, J. L.、Tsay, R. S.(1996)。Co-integration constraint and forecasting: An empirical examination。Journal of Applied Econometrics,11,519-538。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | Litterman, R. B.(1983)。A random walk Markov model for distribution of time series。Journal of Business and Economic Statistics,1,169-173。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
30. | Proietti, T.(2006)。Temporal disaggregation by state-space methods: Dynamic regression methods revisited。Econometrics Journal,9,357-372。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | Wei, W. W. S.、Stram, D. O.(1990)。Disaggregation of time series models。Journal of the Royal Statistical Society Series B,52,453-467。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |