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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Dijk, Herman K. van"
~person:"Koopman, Siem Jan"
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Zeitreihenanalyse
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Theory
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Estimation theory
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Time series analysis
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1
Econometrics
1
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Newbold, Paul
Dijk, Herman K. van
Koopman, Siem Jan
Werker, Bas J. M.
9
Drost, Feike C.
6
Akker, Ramon van den
4
Nijman, Theodore E.
4
Steel, Mark F. J.
4
Hallin, Marc
3
Bierens, Herman J.
2
Croux, Christophe
2
Durbin, James
2
Einmahl, John H. J.
2
Klaassen, Franc
2
Mahieu, Koen
2
Verbeek, Marno
2
Andreou, Elena
1
Banerjee, Anurag Narayan
1
Boldea, Otilia
1
Bomhoff, Eduard Jan
1
Cameron, Adrian Colin
1
Can, Sami Umut
1
Charlier, Erwin
1
Das, Marcel
1
Dominitz, Jeff
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Franses, Philip Hans
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Fried, Roland
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1
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1
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1
Meddahi, Nour
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
International journal of forecasting
7
Econometric Institute research papers
6
Applied economics
4
Economics letters
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Journal of applied econometrics
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Journal of econometrics
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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The econometrics journal
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CREATES research paper
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DNB working paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Economic research paper / Loughborough University, Department of Economics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Oxford bulletin of economics and statistics
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Oxford statistical science series
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Tinbergen Institute Discussion Paper
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Working paper / Norges Bank
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A companion to economic forecasting
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Advances in econometrics
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An Elgar reference collection
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Central European journal of economic modelling and econometrics
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De Nederlandsche Bank Working Paper
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Economics discussion paper series / Loughborough University, Department of Economics
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Global COE Hi-Stat discussion paper series
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International statistical review : a journal of the International Statistical Institute and its associations
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
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2
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
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3
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
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