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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kointegration"
~type_genre:"Book section"
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Apergēs, Nikolaos
Koopman, Siem Jan
Koop, Gary
3
Phillips, Peter C. B.
3
Gao, Jiti
2
Li, Degui
2
Mroz, Thomas A.
2
Ryu, Hang-keun
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Journal of econometrics
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Applied economics letters
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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
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
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