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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Forecasting model
Zustandsraummodell
Theorie
443
Theory
443
Time series analysis
233
Estimation
120
Schätzung
120
State space model
78
Prognoseverfahren
59
USA
58
United States
58
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57
Volatilität
57
Stochastic process
51
Stochastischer Prozess
51
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45
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275
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Newbold, Paul
Caporale, Guglielmo Maria
Koopman, Siem Jan
Franses, Philip Hans
182
Diebold, Francis X.
141
Phillips, Peter C. B.
131
Gil-Alaña, Luis A.
107
Timmermann, Allan
102
Härdle, Wolfgang
99
Marcellino, Massimiliano
93
Clark, Todd E.
87
Pesaran, M. Hashem
87
Swanson, Norman R.
85
Koop, Gary
84
Clements, Michael P.
81
Lütkepohl, Helmut
81
Granger, C. W. J.
80
Hendry, David F.
70
Teräsvirta, Timo
69
Hyndman, Rob J.
68
Gupta, Rangan
67
Dijk, Herman K. van
66
McAleer, Michael
66
Kilian, Lutz
64
Ravazzolo, Francesco
61
Lucas, André
58
Schorfheide, Frank
58
Ghysels, Eric
57
Harvey, Andrew C.
57
Sibbertsen, Philipp
57
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Giannone, Domenico
49
Kapetanios, George
49
Watson, Mark W.
49
Dijk, Dick van
48
Proietti, Tommaso
48
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Tinbergen Institute
73
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19
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16
International journal of forecasting
9
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6
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Economic modelling
2
Oxford statistical science series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
A companion to economic forecasting
1
Advances in econometrics
1
An Elgar reference collection
1
Applied financial economics
1
Applied financial economics letters
1
CREATES research paper
1
De Nederlandsche Bank Working Paper
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ECONIS (ZBW)
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271
Looking for evolving growth rates and cycles in Britisch industrial production, 1700 - 1913
Newbold, Paul
- In:
Journal of the Royal Statistical Society
154
(
1991
)
2
,
pp. 341-348
Persistent link: https://www.econbiz.de/10001106762
Saved in:
272
Structural decomposition of time series with implications in economics, accounting, and finance research
Newbold, Paul
- In:
Review of quantitative finance and accounting
1
(
1991
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001109915
Saved in:
273
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001102477
Saved in:
274
Some recent developments in time series analysis
Newbold, Paul
- In:
Sociaal-economische wetgeving : SEW ; tijdschrift voor …
(
1988
)
Persistent link: https://www.econbiz.de/10001268133
Saved in:
275
Forecasting economic time series
Granger, C. W. J.
;
Newbold, Paul
-
1977
Persistent link: https://www.econbiz.de/10000049137
Saved in:
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