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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Basu, Susanto"
~person:"Koopman, Siem Jan"
~subject:"Correlation"
~type_genre:"Aufsatz im Buch"
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United States
Correlation
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Time series analysis
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Basu, Susanto
Koopman, Siem Jan
Koop, Gary
3
Bollerslev, Tim
2
Heckman, James J.
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Hsiao, Cheng
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Mroz, Thomas A.
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Ryu, Hang-keun
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Journal of econometrics
Oxford bulletin of economics and statistics
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
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American economic journal : a journal of the American Economic Association
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
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Economics letters
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Journal of empirical finance
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Measuring capital in the new economy
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New developments in productivity analysis
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Nonlinear time series analysis of business cycles
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The American economic review
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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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
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