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State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc.
In: CREATES Research Papers.
RePEc:aah:create:2018-30.

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  1. Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca.
    In: Papers.
    RePEc:arx:papers:2011.04577.

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