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State space model
Zeitreihenanalyse
28,826
Time series analysis
28,403
Theorie
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Theory
12,375
Prognoseverfahren
5,732
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USA
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Cointegration
2,147
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Konjunktur
1,969
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1,965
Börsenkurs
1,834
Share price
1,829
ARCH model
1,788
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1,787
Capital income
1,731
Kapitaleinkommen
1,731
VAR model
1,533
VAR-Modell
1,527
time series
1,430
Zustandsraummodell
1,398
Stochastischer Prozess
1,383
Stochastic process
1,372
Unit root test
1,359
Einheitswurzeltest
1,358
Strukturbruch
1,222
Structural break
1,221
Welt
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World
1,059
Economic growth
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Koopman, Siem Jan
89
Proietti, Tommaso
18
Harvey, Andrew C.
17
Tiwari, Aviral Kumar
17
Chan, Joshua
16
Koop, Gary
16
Grassi, Stefano
14
Schorfheide, Frank
13
Aguiar-Conraria, Luís
12
Delle Monache, Davide
12
Hindrayanto, Irma
12
Snyder, Ralph D.
12
Soares, Maria Joana
12
Strachan, Rodney W.
12
Gupta, Rangan
11
Ooms, Marius
11
Bos, Charles S.
10
Brakel, Jan A. van den
10
Crowley, Patrick M.
10
Martins, Manuel Mota Freitas
10
Schlicht, Ekkehart
10
Shephard, Neil G.
10
Boubaker, Heni
9
Santucci de Magistris, Paolo
9
Chan, Joshua C. C.
8
Dijk, Herman K. van
8
Koehler, Anne B.
8
Li, Mengheng
8
Marczak, Martyna
8
Martin, Gael M.
8
Ruiz, Esther
8
Tian, Jing
8
Blasques, Francisco
7
Chang, Tsangyao
7
Dar, Arif Billah
7
Gallegati, Marco
7
Hyndman, Rob J.
7
Palm, Franz C.
7
Petrella, Ivan
7
Poncela, Pilar
7
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National Bureau of Economic Research
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Centre for Quantitative Economics & Computing
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Department of Econometrics and Business Statistics, Monash Business School
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
Forschungsinstitut zur Zukunft der Arbeit
1
Loughborough University / Department of Economics
1
Narodna Banka na Republika Makedonija
1
Nuffield College
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Türkiye Cumhuriyet Merkez Bankası
1
Universitetet i Oslo / Økonomisk institutt
1
University of Cambridge / Department of Applied Economics
1
University of New England / Department of Econometrics
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
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Discussion paper / Tinbergen Institute
59
International journal of forecasting
43
Economic modelling
37
Computational economics
34
Journal of econometrics
30
Economics letters
22
Journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CAMA working paper series
17
Journal of economic dynamics & control
17
Applied economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics letters
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Econometrics : open access journal
10
International review of economics & finance : IREF
10
CREATES research paper
9
Discussion paper
9
CESifo working papers
8
Finance research letters
8
Journal of macroeconomics
8
Bank of Finland research discussion papers
7
Finance and economics discussion series
7
Journal of quantitative economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
European journal of operational research : EJOR
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
6
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
6
Discussion paper / Central Bureau voor de Statistiek
5
Finmap working paper
5
International journal of financial engineering
5
Journal of applied econometrics
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Journal of time series econometrics
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ECONIS (ZBW)
1,398
EconStor
1
RePEc
1
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71
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. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
72
Long cycles in growth: explorations using new frequency domain techniques with US data
Crowley, Patrick M.
-
2010
Persistent link: https://www.econbiz.de/10003934495
Saved in:
73
Observability and nonlinear filtering
Handel, Ramon van
- In:
Probability theory and related fields
145
(
2009
)
1/2
,
pp. 35-74
Persistent link: https://www.econbiz.de/10003936338
Saved in:
74
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10003973299
Saved in:
75
Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A. D.
;
Koopman, Siem Jan
; …
-
2010
Persistent link: https://www.econbiz.de/10003973301
Saved in:
76
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas
-
2010
Persistent link: https://www.econbiz.de/10003977437
Saved in:
77
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
78
The local quadratic trend model
Harvey, Andrew C.
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
Saved in:
79
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano
- In:
Computational economics
36
(
2010
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
Saved in:
80
Emerging market business cycles revisited : learning about the trend
Boz, Emine
;
Daude, Christian
;
Durdu, Ceyhun Bora
-
2008
Persistent link: https://www.econbiz.de/10003997779
Saved in:
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