Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Caterina Schiavoni"'
Publikováno v:
Sustainability; Volume 15; Issue 7; Pages: 5886
We propose an empirical approach to estimate the impact of climate transition risk on corporate revenues that specifically accounts for reputational risk. We employ the information on disclosed Scope 3 emissions to proxy companies’ carbon footprint
Publikováno v:
Vrije Universiteit Amsterdam
Schiavoni, C, Koopman, S J, Palm, F, Smeekes, S & van den Brakel, J 2021 ' Time-varying state correlations in state space models and their estimation via indirect inference ' TI Discussion Paper Series, Tinbergen Institute . < https://www.tinbergen.nl/discussion-paper/6033/21-020-iii-time-varying-state-correlations-in-state-space-models-and-their-estimation-via-indirect-inference >
Schiavoni, C, Koopman, S J, Palm, F, Smeekes, S & van den Brakel, J 2021 ' Time-varying state correlations in state space models and their estimation via indirect inference ' TI Discussion Paper Series, Tinbergen Institute . < https://www.tinbergen.nl/discussion-paper/6033/21-020-iii-time-varying-state-correlations-in-state-space-models-and-their-estimation-via-indirect-inference >
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::449ff8399cc1a81bbe0690a05cef1acc
https://hdl.handle.net/10419/237753
https://hdl.handle.net/10419/237753
Autor:
Caterina Schiavoni
This thesis explores how state space models, which are a type of econometric models designed to analyse time series data, can be employed to achieve more accurate and realistic estimates of official statistics, and to model and forecast regional conc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a78c7122c06dcd85c3912dce2068b367
https://cris.maastrichtuniversity.nl/en/publications/12d185fe-0245-4cd7-9989-b70f31a808d3
https://cris.maastrichtuniversity.nl/en/publications/12d185fe-0245-4cd7-9989-b70f31a808d3
Publikováno v:
SSRN Electronic Journal.
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model,
Publikováno v:
Maastricht University
In this paper we consider estimation of unobserved components in state space models using a dynamic factor approach to incorporate auxiliary information from high-dimensional data sources. We apply the methodology to unemployment estimation as done b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9cea94d81fe41e43c057cf82d6a5f255
https://cris.maastrichtuniversity.nl/en/publications/db447310-0a76-4b4c-b3af-a58f829b29fe
https://cris.maastrichtuniversity.nl/en/publications/db447310-0a76-4b4c-b3af-a58f829b29fe
Publikováno v:
Journal of the Royal Statistical Society Series A-Statistics in Society, 184(1), 324-353. Wiley-Blackwell
Journal of the Royal Statistical Society: Series A (Statistics in Society)
Journal of the Royal Statistical Society: Series A (Statistics in Society)
In this paper we consider estimation of unobserved components in state space models using a dynamic factor approach to incorporate auxiliary information from high-dimensional data sources. We apply the methodology to unemployment estimation as done b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7c2b7ecbc1124ddb0bbd94ab1d9abd0