//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kapetanios, George"
~person:"Koopman, Siem Jan"
~person:"Tóth, Máté"
~type_genre:"Book section"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
8
Zeitreihenanalyse
8
Business cycle
3
Forecasting model
3
Konjunktur
3
Prognoseverfahren
3
USA
3
United States
3
Decomposition method
2
Dekompositionsverfahren
2
Nichtlineare Regression
2
Nonlinear regression
2
State space model
2
Theorie
2
Theory
2
Zustandsraummodell
2
1948-2004
1
1959-1996
1
1970-2001
1
Deutschland
1
Economic convergence
1
Estimation
1
Estimation theory
1
Europa
1
Europe
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
France
1
Frankreich
1
Germany
1
Italien
1
Italy
1
Macroeconomics
1
Makroökonomik
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Book section
Arbeitspapier
163
Working Paper
163
Graue Literatur
157
Non-commercial literature
157
Article in journal
68
Aufsatz in Zeitschrift
68
Aufsatz im Buch
8
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
8
Author
All
Kapetanios, George
Koopman, Siem Jan
Tóth, Máté
Hendry, David F.
9
Barnett, William A.
7
Mills, Terence C.
7
Lütkepohl, Helmut
6
Phillips, Peter C. B.
6
Watson, Mark W.
6
Wolters, Jürgen
6
Granger, C. W. J.
5
Gredenhoff, Mikael P.
5
Harvey, Andrew C.
5
Proietti, Tommaso
5
Songsak Sriboonchitta
5
Stock, James H.
5
Teräsvirta, Timo
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Beyer, Andreas H.
4
He, Changli
4
Heiler, Siegfried
4
Härdle, Wolfgang
4
Johansen, Søren
4
Kruse, Robinson
4
Lee, Cheng F.
4
Metz, Rainer
4
Orlando, Giuseppe
4
Andersson, Eva
3
Chen, Shu-Heng
3
Davidson, James E. H.
3
Diebolt, Claude
3
Engle, Robert F.
3
Feng, Yuanhua
3
Ferrara, Laurent
3
Gao, Jiti
3
Ghysels, Eric
3
Guégan, Dominique
3
Hansen, Gerd
3
Hassler, Uwe
3
Hautsch, Nikolaus
3
Hellström, Jörgen
3
more ...
less ...
Published in...
All
Nonlinear time series analysis of business cycles
2
A history of market performance : from ancient Babylonia to the modern world
1
Econometric analysis of financial and economic time series ; part a
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
State space and unobserved component models : theory and applications
1
Systemic risk tomography : signals, measurement and transmission channels
1
The Oxford handbook of economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 151-168)
.
2017
Persistent link: https://www.econbiz.de/10011617896
Saved in:
2
Analysis of historical time series with messy features : the case of commodity prices in Babylonia
Koopman, Siem Jan
;
Hoogerheide, Lennart
- In:
A history of market performance : from ancient …
,
(pp. 45-67)
.
2015
Persistent link: https://www.econbiz.de/10010406614
Saved in:
3
State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
Saved in:
4
Forecasting Economic Time Series Using Unobserved Components Time Series Models
Koopman, Siem Jan
;
Ooms, Marius
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882019
Saved in:
5
The common converging trend-cycle model : estimation, modeling and an application to European convergence
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Monographs of official statistics : papers and …
,
(pp. 264-291)
.
2004
Persistent link: https://www.econbiz.de/10003398184
Saved in:
6
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George
;
Tzavalis, Elias
- In:
Nonlinear time series analysis of business cycles
,
(pp. 175-198)
.
2006
Persistent link: https://www.econbiz.de/10003309355
Saved in:
7
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
Saved in:
8
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2006
Persistent link: https://www.econbiz.de/10003331376
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->