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08-008/4 - An Hourly Periodic State Space Model for Modelling French National Electricity Load


  • Authors
    V. Dordonnat, VU University Amsterdam; S.J. Koopman, VU University Amsterdam; M. Ooms, VU University Amsterdam; A. Dessertaine, Electricité de France, Clamart, France; J. Collet, Electricité de France, Clamart, France
  • Publication date
    January 17, 2008
  • Keywords
    Kalman filter; Maximum likelihood estimation; Seemingly Unrelated Regression Equations; Unobserved Components; Time varying parameters; Heating effect
  • JEL
    C22; C32; C52; C53