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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Burmeister, Edwin"
~person:"Koopman, Siem Jan"
~subject:"Arbeitslosigkeit"
~subject:"USA"
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Zeitreihenanalyse
Arbeitslosigkeit
USA
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Burmeister, Edwin
Koopman, Siem Jan
Ghysels, Eric
8
Diebold, Francis X.
5
Leybourne, Stephen James
5
Engle, Robert F.
4
Gregory, Allan W.
4
Hamilton, James D.
4
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Taylor, Robert
4
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3
Dijk, Herman K. van
3
Fiorentini, Gabriele
3
Franses, Philip Hans
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Kim, Chang-jin
3
Koop, Gary
3
Lucas, André
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McCabe, Brendan Peter Martin
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Nijman, Theodore E.
3
Palm, Franz C.
3
Sentana, Enrique
3
Steel, Mark F. J.
3
Zhu, Ke
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Zivot, Eric
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2
Alba, Enrique de
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Backus, David
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2
Camacho, Maximo
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Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
56
International journal of forecasting
6
Discussion paper / Center for Economic Research, Tilburg University
3
Journal of applied econometrics
3
DNB working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Oxford statistical science series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
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The econometrics journal
2
The review of economics and statistics
2
Tinbergen Institute Discussion Paper
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CREATES research paper
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De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
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Economics letters
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Global COE Hi-Stat discussion paper series
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Journal of econometrics
1
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1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-107/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-027/III
1
Tinbergen Institute Discussion Paper 15-083/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2018-026/III
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Tinbergen Institute Discussion Paper 2021-020/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
2
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
3
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
Saved in:
4
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
Saved in:
5
Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001044795
Saved in:
6
Estimation of unobserved expected monthly inflation using Kalman filtering
Burmeister, Edwin
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
2
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001007907
Saved in:
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