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~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
236
Theorie
208
Theory
186
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154
State space model
141
Prognoseverfahren
103
Schätzung
97
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time-varying parameters
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Koopman, Siem Jan
216
Lucas, André
44
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
Gorgi, P.
6
Li, Mengheng
6
Wong, Soon Yip
6
Azevedo, João Valle e
5
Janus, Paweł
5
Lee, Kai Ming
5
Luginbuhl, Rob
5
Schaumburg, Julia
5
Wel, Michel van der
5
Winter, Jasper de
5
Blasques, F.
4
Commandeur, Jacques Jean François
4
Durbin, James
4
Galati, Gabriele
4
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Vlekke, Marente
4
Zivot, Eric
4
Łasak, Katarzyna
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Brakel, Jan A. van den
3
Durbin, J.
3
Hansen, Peter Reinhard
3
Janus, Pawel
3
Mallee, Max I. P.
3
Moussa, Karim
3
Palm, Franz C.
3
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3
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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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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A history of market performance : from ancient Babylonia to the modern world
1
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Econometric analysis of financial and economic time series ; part a
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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
The Oxford handbook of economic forecasting
1
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ECONIS (ZBW)
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1
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
2
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2006
Persistent link: https://www.econbiz.de/10003331376
Saved in:
10
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
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