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~person:"Koopman, Siem Jan"
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Nonlinear time series analysis
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Koopman, Siem Jan
Gil-Alaña, Luis A.
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268
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230
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
215
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EconStor
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1
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
of the spectrum and the business cycle. We illustrate the methodology by presenting a complete business cycle
analysis
…
Persistent link: https://www.econbiz.de/10011350381
Saved in:
2
Extracting Business Cycles Using Semi-Parametric Time-Varying Spectra with Applications to Us Macroeconomic Time Series
Koopman, Siem Jan
;
Wong, Soon Y.
-
2006
of the spectrum and the business cycle. We illustrate the methodology by presenting a complete business cycle
analysis
…
Persistent link: https://www.econbiz.de/10014054238
Saved in:
3
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
Koopman, Siem Jan
;
Wong, Soon Yip
-
Tinbergen Instituut
-
2006
of the spectrum and the business cycle. We illustrate the methodology by presenting a complete business cycle
analysis
…
Persistent link: https://www.econbiz.de/10011256642
Saved in:
4
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
of the spectrum and the business cycle. We illustrate the methodology by presenting a complete business cycle
analysis
…
Persistent link: https://www.econbiz.de/10010325589
Saved in:
5
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
Koopman, Siem Jan
;
Wong, Soon Yip
-
Tinbergen Institute
-
2006
of the spectrum and the business cycle. We illustrate the methodology by presenting a complete business cycle
analysis
…
Persistent link: https://www.econbiz.de/10005137378
Saved in:
6
The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
-
1995
Persistent link: https://www.econbiz.de/10000906280
Saved in:
7
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
8
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
9
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
10
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
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