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~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
237
Theorie
207
Theory
185
Zustandsraummodell
153
State space model
140
Prognoseverfahren
102
Schätzung
97
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90
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89
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82
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76
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69
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EU-Staaten
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importance sampling
31
Bayesian inference
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Forecasting
29
ARCH-Modell
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time-varying parameters
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English
217
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Koopman, Siem Jan
215
Lucas, André
45
Blasques, Francisco
34
Ooms, Marius
24
Hindrayanto, Irma
18
Creal, Drew
16
Gorgi, Paolo
12
Lucas, Andre
12
Bos, Charles S.
10
Jungbacker, Borus
10
Lit, Rutger
10
Harvey, Andrew C.
9
Li, Mengheng
6
Wong, Soon Yip
6
Azevedo, João Valle e
5
Gorgi, P.
5
Janus, Paweł
5
Lee, Kai Ming
5
Luginbuhl, Rob
5
Schaumburg, Julia
5
Wel, Michel van der
5
Winter, Jasper de
5
Durbin, James
4
Galati, Gabriele
4
Scharth, Marcel
4
Shephard, Neil G.
4
Vlekke, Marente
4
Zivot, Eric
4
Łasak, Katarzyna
4
Blasques, F.
3
Commandeur, Jacques Jean François
3
Durbin, J.
3
Hansen, Peter Reinhard
3
Hillebrand, Eric
3
Janus, Pawel
3
Mallee, Max I. P.
3
Moussa, Karim
3
Palm, Franz C.
3
Schiavoni, Caterina
3
Smeekes, Stephan
3
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Discussion paper / Tinbergen Institute
103
International journal of forecasting
8
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7
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4
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4
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4
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4
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4
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3
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Oxford statistical science series
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Suntory and Toyota International Centres for Economics and Related Disciplines
2
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A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Advances in econometrics : a research annual
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Econometric analysis of financial and economic time series ; part a
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1
Journal of forecasting
1
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
1
NBP working paper
1
Nonlinear time series analysis of business cycles
1
Practical econometrics
1
Research memorandum series / Tinbergen Instituut
1
State space and unobserved component models : theory and applications
1
Systemic risk tomography : signals, measurement and transmission channels
1
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ECONIS (ZBW)
217
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1
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:
2
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
3
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
6
Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
Saved in:
7
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
8
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
9
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:
10
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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