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person:"Ōkusa, Yasushi"
subject:"Japan"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koopman, Siem Jan"
~person:"Nakajima, Jouchi"
~person:"Tauchen, George Eugene"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Ōkusa, Yasushi
Koopman, Siem Jan
Nakajima, Jouchi
Tauchen, George Eugene
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
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Diebold, Francis X.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
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IMES discussion paper series / Englische Ausgabe
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Organization, performance, and equity : perspectives on the Japanese economy
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Tinbergen Institute Discussion Paper 2018-027/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
3
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
4
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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