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~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
237
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233
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211
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154
State space model
141
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106
Prognoseverfahren
103
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Koopman, Siem Jan
216
Lucas, André
44
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34
Ooms, Marius
24
Hindrayanto, Irma
18
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16
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12
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12
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10
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10
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10
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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
Commandeur, Jacques Jean François
4
Durbin, James
4
Galati, Gabriele
4
Scharth, Marcel
4
Shephard, Neil G.
4
Vlekke, Marente
4
Zivot, Eric
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3
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3
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3
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3
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3
Janus, Pawel
3
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3
Moussa, Karim
3
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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103
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8
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1
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1
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1
Nonlinear time series analysis of business cycles
1
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
217
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1
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
2
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
3
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:
4
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
5
The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
-
2008
Persistent link: https://www.econbiz.de/10003739126
Saved in:
6
A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2008
Persistent link: https://www.econbiz.de/10003787160
Saved in:
7
Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan
;
Ooms, Marius
-
2004
Persistent link: https://www.econbiz.de/10002503685
Saved in:
8
A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003321902
Saved in:
9
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
Saved in:
10
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2006
Persistent link: https://www.econbiz.de/10003331376
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