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24
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Chernov, Mikhail
15
Creal, Drew
8
Koopman, Siem Jan
4
Backus, David
3
Bikbov, Ruslan
3
Broadie, Mark
3
Zivot, Eric
3
Ghysels, Eric
2
Johannes, Michael
2
Lucas, André
2
Martin, Ian
2
Oh, Kum Hwa
2
Shephard, Neil
2
BACKUS, DAVID
1
CHERNOV, MIKHAIL
1
Carrasco, Marine
1
Florens, Jean-Pierre
1
Jan Koopman, Siem
1
MARTIN, IAN
1
Mueller, Philippe
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Ronald Gallant, A.
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Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc
3
Journal of applied econometrics
2
Econometric reviews
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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OLC EcoSci
ECONIS (ZBW)
185
RePEc
65
EconStor
12
BASE
8
Other ZBW resources
1
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1
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-720
Persistent link: https://www.econbiz.de/10008412208
Saved in:
2
Testing the assumptions behind importance sampling
Koopman, Siem Jan
;
Shephard, Neil
;
Creal, Drew
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10008237918
Saved in:
3
A Survey of Sequential Monte Carlo Methods for Economics and Finance
Creal, Drew
- In:
Econometric reviews
31
(
2012
)
3
,
pp. 245-297
Persistent link: https://www.econbiz.de/10009986252
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4
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010158172
Saved in:
5
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10008135104
Saved in:
6
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Jan Koopman, Siem
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-564
Persistent link: https://www.econbiz.de/10009796513
Saved in:
7
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10008898224
Saved in:
8
Testing the assumptions behind importance sampling
Koopman, Siem Jan
;
Shephard, Neil
;
Creal, Drew
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 2-12
Persistent link: https://www.econbiz.de/10008899335
Saved in:
9
On the Size Distribution of Macroeconomic Disasters
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10008369680
Saved in:
10
No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 166-183
Persistent link: https://www.econbiz.de/10008455130
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