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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Lag model"
~subject:"Lag-Modell"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Europe
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Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Renneboog, Luc
13
Werker, Bas J. M.
11
Drost, Feike C.
7
Nijman, Theodore E.
6
Akker, Ramon van den
5
Čížek, Pavel
5
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Hertog, Dirk den
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Kabir, Rezaul
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Kleijnen, Jack P. C.
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Rothfelder, Mario
2
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
145
Department of Economics working paper series
63
Working paper / Department of Econometrics and Business Statistics, Monash University
55
CREATES research paper
22
SSE EFI working paper series in economics and finance
19
Working papers / University of Connecticut, Department of Economics
16
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
14
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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Discussion papers in economics
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ECONIS (ZBW)
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Forecasting the South African economy : a DSGE-VAR approach
Liu, Guangling
(
contributor
);
Gupta, Rangan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736656
Saved in:
2
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
-
2003
Persistent link: https://www.econbiz.de/10001778573
Saved in:
3
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
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