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Parameter Space Restrictions in State Space Models

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1 of 18 checkable references need attention · checked 2026-10-07

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

26 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

References needing attention

does not resolve to a known work10.2307/1391592
The 17 checked references that resolve
resolves10.1016/0304-3932(81)90040-4
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
resolves10.2307/1884282
The Cyclical Component of U. S. Economic Activity
resolves10.1111/j.2517-6161.1976.tb01586.x
Bayesian Forecasting
resolves10.1016/j.ijforecast.2003.09.015
Forecasting seasonals and trends by exponentially weighted moving averages
resolves10.1002/(sici)1099-131x(199711)16:6<411::aid-for659>3.0.co;2-g
State space trend-cycle decomposition of the ARIMA(1,1,1) process
resolves10.1016/0304-3932(92)90024-V
On persistence of shocks to economic variables
resolves10.1162/003465303765299765
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?
resolves10.1016/j.econlet.2007.12.015
A note on the two assumptions of standard unobserved components models
resolves10.1016/0165-1889(88)90051-6
Spurious trend and cycle in the state space decomposition of a time series with a unit root
resolves10.1016/0304-3932(82)90012-5
Trends and random walks in macroeconmic time series
resolves10.1016/j.jeconom.2008.08.021
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
resolves10.1080/07474930500545496
Trend–Cycle Decompositions with Correlated Components
resolves10.1016/s0165-1765(99)00276-1
A Beveridge–Nelson smoother
resolves10.1016/0304-3932(86)90054-1
Univariate detrending methods with stochastic trends
resolves10.2139/ssrn.691721
What Makes Group-Affiliated Firms Go Public?
resolves10.26509/frbc-wp-200704
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
resolves10.1109/wcnc.2004.1311327
An application-aware MAC scheme for IEEE 802.15.3 high-rate WPAN
The 26 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedForecasting
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no DOI — not checkedYou may get additional copy of the documents by downloading it using the Acrobat Reader
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no DOI — not checkedJungil Kim A choice-based multi-brand diffusion model incorporating replacement demand *The above papers are available at KAIST Business School Working Papers Website <http
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What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references with neither a DOI nor an arXiv id.

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