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