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~accessRights:"free"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper"
~person:"Koopman, Siem Jan"
~subject:"Germany"
~subject:"Theorie"
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Statistics Netherlands uses a state space model to estimate the Dutch
unemployment
by using monthly series about the … more realistic real-time
unemployment
estimates. …
Persistent link: https://www.econbiz.de/10012434085
Saved in:
2
Periodic unobserved cycles in seasonal time series with an application to US
unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
-
2006
Persistent link: https://www.econbiz.de/10003408447
Saved in:
3
Periodic unobserved cycles in seasonal time series with an application to US
unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
-
2006
, the model is applied to postwar monthly US
unemployment
series and we discover a significantly periodic cycle. Furthermore …
Persistent link: https://www.econbiz.de/10011350384
Saved in:
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