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~isPartOf:"The econometrics journal"
~person:"Koopman, Siem Jan"
~source:"econis"
~subject:"Seasonal variations"
~subject:"Zustandsraummodell"
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The econometrics journal
Discussion paper / Tinbergen Institute
53
International journal of forecasting
3
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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Practical econometrics
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State space and unobserved component models : theory and applications
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The review of economics and statistics
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Tinbergen Institute Discussion Paper
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Tinbergen Institute Discussion Paper 14-118/III
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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