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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~person:"Artis, Michael J."
~person:"Koopman, Siem Jan"
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Time series analysis
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Artis, Michael J.
Koopman, Siem Jan
Forni, Mario
6
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Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
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6
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Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
2
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
3
Analyzing strongly periodic series in the frequency domain : a comparison of alternative approaches with applications
Artis, Michael J.
;
Clavel, Jose Garcia
;
Hoffmann, Mathias
; …
-
2007
Persistent link: https://www.econbiz.de/10003574540
Saved in:
4
The European Business Cycle
Artis, Michael J.
-
1999
Persistent link: https://www.econbiz.de/10013422871
Saved in:
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