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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"State space and unobserved component models : theory and applications"
~person:"Harvey, Andrew C."
~person:"Härdle, Wolfgang"
~subject:"Spieltheorie"
~type:"article"
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Capital income
Zeitreihenanalyse
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Harvey, Andrew C.
Härdle, Wolfgang
Koopman, Siem Jan
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State space and unobserved component models : theory and applications
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
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The economic journal : the journal of the Royal Economic Society
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Advances in econometrics
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Vol. 1
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Journal of economic dynamics & control
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Journal of economic literature
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Nonparametric dynamic modelling
1
On modelling the long run in applied economics
1
Quantitative finance
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The journal of asset management
1
The review of economic studies
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The review of economics and statistics
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The significance of testing in econometrics
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Test for cycles
Harvey, Andrew C.
- In:
State space and unobserved component models : theory …
,
(pp. 102-119)
.
2004
Persistent link: https://www.econbiz.de/10009719928
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