Research on econometric state-space modelling
Budget: €8 – €30 EUR
I need research on existing academic research within the field of econometric modelling using state-space models, and potentially formulate new possible research possibilities in the field.
Ie. forecasting market index developments, balance sheet developments, nowcasting certain economic sectors effect on gdp, or anything else that seems more plausible from an econometric viewpoint.
Keywords include using econometrics with Kalman filters, PLS, ARMAX etc. to estimate/forecast/nowcast market index developments, balance sheet developments, certain economc sectors effect on gdp - or anything else that seems plausible to model from an econometric viewpoint.
Come with examples from existing research, and suggestions for new research (with relevant suggested input data).
Ie. forecasting market index developments, balance sheet developments, nowcasting certain economic sectors effect on gdp, or anything else that seems more plausible from an econometric viewpoint.
Keywords include using econometrics with Kalman filters, PLS, ARMAX etc. to estimate/forecast/nowcast market index developments, balance sheet developments, certain economc sectors effect on gdp - or anything else that seems plausible to model from an econometric viewpoint.
Come with examples from existing research, and suggestions for new research (with relevant suggested input data).