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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"David, Martin Heidenhain"
~person:"Koopman, Siem Jan"
~person:"Stock, James H."
~subject:"Comparison"
~subject:"Estimation"
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David, Martin Heidenhain
Koopman, Siem Jan
Stock, James H.
Koop, Gary
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Discussion paper / Tinbergen Institute
12
Working paper / National Bureau of Economic Research, Inc.
3
Oxford bulletin of economics and statistics
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
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Nonlinear time series analysis of business cycles
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Reducing inflation : motivation and strategy
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The review of economic studies
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 16-029/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
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
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
3
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
4
Macroeconomic forecasting using diffusion indexes
Stock, James H.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
Saved in:
5
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
Saved in:
6
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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