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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Huber, Florian"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Zeitreihenanalyse
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Huber, Florian
Koopman, Siem Jan
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
61
International journal of forecasting
10
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5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
4
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1
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
2
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:
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
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