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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
167
Tinbergen Institute Discussion Paper
125
Tinbergen Institute Discussion Papers
120
Journal of econometrics
21
International journal of forecasting
14
Journal of applied econometrics
14
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10
Journal of Business & Economic Statistics
10
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9
Journal of empirical finance
7
CPB discussion paper
6
Oxford bulletin of economics and statistics
6
Working paper series / European Central Bank
6
Computational Statistics & Data Analysis
5
Discussion paper / Center for Economic Research, Tilburg University
5
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4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of Econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
4
Oxford Bulletin of Economics and Statistics
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STICERD - Econometrics Paper Series
4
CREATES research paper
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De Nederlandsche Bank Working Paper
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Forecasting
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Journal of economic dynamics & control
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OUP Catalogue
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Bayesian analysis of an unobserved-component time series model of GDP with Markov-switching and time-varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 456-465
Persistent link: https://www.econbiz.de/10001412858
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2
Bayesian Analysis of an Unobserved-Component Time Series Model of GDP With Markov-Switching and Time-Varying Growths
Luginbuhl, Rob
;
Vos, Aart de
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 456-465
Persistent link: https://www.econbiz.de/10008218240
Saved in:
3
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:
4
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
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5
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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6
State space models with a common stochastic variance
Koopman, Siem Jan
;
Bos, Charles S.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10002135515
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7
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
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8
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-343
Persistent link: https://www.econbiz.de/10008736215
Saved in:
9
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:
10
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
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