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The dynamic factor network mod...
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United States
Zeitreihenanalyse
237
Theorie
233
Time series analysis
217
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211
Zustandsraummodell
154
State space model
141
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106
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103
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99
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90
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84
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83
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81
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79
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76
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70
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62
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62
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61
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55
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54
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47
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43
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42
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42
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40
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38
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38
Welt
33
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31
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31
importance sampling
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English
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Koopman, Siem Jan
60
Lucas, André
17
Bräuning, Falk
10
Schwaab, Bernd
8
Vlekke, Marente
8
Wel, Michel van der
7
Hindrayanto, Irma
6
Creal, Drew
5
Galati, Gabriele
5
Ivashina, Victoria
4
Jungbacker, Borus
4
Lee, Kai Ming
3
Sheremirov, Viacheslav
3
Wong, Soon Yip
3
Abbassi, Puriya
2
Bennedsen, Mikkel
2
Boudt, Kris
2
Butter, Frank A. G. den
2
Daníelsson, Jón
2
Fecht, Falko
2
Hillebrand, Eric
2
Hol Uspensky, Eugenie
2
Klaassen, Pieter
2
Li, Mengheng
2
Lit, Rutger
2
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2
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2
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2
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2
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2
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2
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2
Azevedo, João Valle e
1
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1
Bos, Charles S.
1
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1
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1
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25
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3
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3
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2
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2
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1
Nonlinear time series analysis of business cycles
1
Systemic risk tomography : signals, measurement and transmission channels
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
-
1997
Persistent link: https://www.econbiz.de/10000961559
Saved in:
2
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
Saved in:
3
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:
4
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
5
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:
6
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003851230
Saved in:
7
Modeling around-the-clock price discovery for cross-listed stocks using state space methods
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 213-225
Persistent link: https://www.econbiz.de/10003463648
Saved in:
8
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
Persistent link: https://www.econbiz.de/10003408454
Saved in:
9
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2010
Persistent link: https://www.econbiz.de/10003973286
Saved in:
10
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
Persistent link: https://www.econbiz.de/10008907851
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