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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Todorov, Viktor"
~subject:"Time series analysis"
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United States
Time series analysis
Estimation
5
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5
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3
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3
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2
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2
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Apergēs, Nikolaos
Koopman, Siem Jan
Lucas, André
Todorov, Viktor
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
2
Enders, Walter
2
Franses, Philip Hans
2
Gao, Jiti
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Jacobs, Kris
2
Koop, Gary
2
Leybourne, Stephen James
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Li, Jia
2
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2
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2
Ravazzolo, Francesco
2
Schienle, Melanie
2
Song, Xiaojun
2
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2
Su, Liangjun
2
Taamouti, Abderrahim
2
Tauchen, George Eugene
2
Tsay, Ruey S.
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Urga, Giovanni
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Van Keilegom, Ingrid
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
International journal of forecasting
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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Oxford bulletin of economics and statistics
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Spoudai : journal of economics and business
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The review of economics and statistics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
2
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
3
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
4
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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