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Unobserved components and time...
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Zeitreihenanalyse
279
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268
Time series analysis
258
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245
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169
State space model
157
Schätztheorie
131
Estimation theory
130
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130
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123
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111
Stochastischer Prozess
109
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107
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104
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101
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96
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94
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80
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69
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69
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66
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63
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58
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53
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52
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51
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50
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42
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40
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Koopman, Siem Jan
786
Shephard, Neil
308
Barndorff-Nielsen, Ole E.
174
Lucas, André
174
Shephard, Neil G.
150
Blasques, Francisco
93
Lucas, Andre
82
Ooms, Marius
73
Schwaab, Bernd
66
Creal, Drew
61
Jungbacker, Borus
44
Chib, Siddhartha
43
Lunde, Asger
42
Hansen, Peter Reinhard
39
Sheppard, Kevin
38
Bos, Charles S.
37
Hindrayanto, Irma
37
Gorgi, Paolo
32
Lit, Rutger
29
Wel, Michel van der
24
Mesters, Geert
20
Scharth, Marcel
20
Harvey, Andrew C.
17
Lee, Kai Ming
17
Carnero, M. Angeles
15
Sentana, Enrique
15
Fiorentini, Gabriele
14
Hoogerheide, Lennart
14
Noureldin, Diaa
14
Schaumburg, Julia
14
Rydberg, Tina Hviid
13
Vujic, Suncica
13
Wong, Soon Yip
13
Hol Uspensky, Eugenie
12
Hol, Eugenie
12
Borowska, Agnieszka
11
Bräuning, Falk
11
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11
Gorgi, P.
11
Graversen, Svend Erik
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Tinbergen Instituut
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69
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62
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48
Finance Research Centre, Oxford University
25
Nuffield College
7
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5
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5
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5
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4
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3
European Central Bank
3
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3
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2
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2
HAL
2
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2
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2
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2
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1
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1
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1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
Department of Economics, University of Washington
1
EconWPA
1
Instituto Valenciano de Investigaciones Económicas
1
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1
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1
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1
Stata User Group
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tilburg University, Center for Economic Research
1
Verein für Socialpolitik - VfS
1
arXiv.org
1
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Discussion paper / Tinbergen Institute
172
Tinbergen Institute Discussion Paper
128
Tinbergen Institute Discussion Papers
122
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Journal of econometrics
43
Economics discussion papers
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
OFRC Working Papers Series
25
Department of Economics discussion paper series / University of Oxford
20
Journal of applied econometrics
19
International journal of forecasting
14
Journal of Econometrics
14
Journal of Applied Econometrics
13
Journal of Business & Economic Statistics
13
Oxford Financial Research Centre economics series
12
ECB Working Paper
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Oxford bulletin of economics and statistics
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
7
Econometric theory
7
Journal of empirical finance
7
Econometric reviews
6
Journal of the American Statistical Association : JASA
6
Oxford Bulletin of Economics and Statistics
6
The econometrics journal
6
Working paper series / European Central Bank
6
CREATES Research Papers
5
CREATES research paper
5
Computational Statistics & Data Analysis
5
Discussion paper / Center for Economic Research, Tilburg University
5
Econometrics Journal
5
Journal of forecasting
5
OUP Catalogue
5
Suntory Toyota International Centre for Economics and Related Disciplines
5
DNB working paper
4
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4
Econometric Theory
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ECONIS (ZBW)
613
RePEc
428
EconStor
127
OLC EcoSci
60
BASE
18
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10
ArchiDok
1
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1
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:
2
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
3
Testing the assumptions behind importance sampling
Koopman, Siem Jan
;
Shephard, Neil G.
;
Creal, Drew
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10003833708
Saved in:
4
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
5
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
Saved in:
6
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
7
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
Saved in:
8
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
9
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
10
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
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