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subject:"Arbeitslosigkeit"
~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Güell, Maia"
~person:"Koopman, Siem Jan"
~subject:"ARCH model"
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Arbeitslosigkeit
ARCH model
Estimation
5
Schätzung
5
Time series analysis
4
Zeitreihenanalyse
4
USA
3
Unemployment
3
United States
3
Time-varying parameters
2
1978-1994
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Befristete Beschäftigung
1
Correlation
1
Dauer
1
Duration
1
EU countries
1
EU-Staaten
1
European debt crisis
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
GARCH models
1
Generalized autoregressive scores
1
Inflation
1
Korrelation
1
Kullback–Leibler divergence
1
Langzeitarbeitslosigkeit
1
Long-term unemployment
1
Oil price
1
Risikomaß
1
Risk measure
1
Räumliche Interaktion
1
S&P 500 stocks
1
Saisonale Schwankungen
1
Saisonkomponente
1
Score-driven models
1
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English
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Güell, Maia
Koopman, Siem Jan
Zakoïan, Jean-Michel
5
Francq, Christian
4
Kim, Donggyu
3
Bollerslev, Tim
2
Gil-Alaña, Luis A.
2
Paolella, Marc S.
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Wang, Yazhen
2
Addison, John T.
1
Andreou, Elena
1
Babsiri, Mohamed el
1
Bachmann, Ronald
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Berg, Gerard J. van den
1
Blasques, F.
1
Calzolari, Giorgio
1
Caporale, Guglielmo Maria
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Centeno, Mário
1
Cerovecki, Clément
1
Chan, Thomas W. C.
1
Chen, Qiang
1
Chiang, Harold D.
1
Chu, Amanda M. Y.
1
Dejemeppe, Muriel
1
Delaigle, Aurore
1
Dhaene, Geert
1
Dor, Eric
1
Dufays, Arnaud
1
Duong, Diep
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Farmer, Roger E. A.
1
Franses, Philip Hans
1
García Serrano, Carlos
1
Ghysels, Eric
1
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Journal of econometrics
Oxford bulletin of economics and statistics
Discussion paper / Tinbergen Institute
9
International journal of forecasting
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / IZA
1
Discussion papers / CEPR
1
Journal of empirical finance
1
Journal of financial econometrics
1
Labour economics : official journal of the European Association of Labour Economists
1
Tinbergen Institute Discussion Paper 2020-078/III
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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1
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
2
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
3
Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
Güell, Maia
;
Hu, Luojia
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 307-341
Persistent link: https://www.econbiz.de/10003354579
Saved in:
4
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
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