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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Oxford statistical science series"
~isPartOf:"The econometrics journal"
~person:"Koopman, Siem Jan"
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Zeitreihenanalyse
Theorie
8
Theory
8
State space model
5
Time series analysis
5
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5
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3
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3
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Newbold, Paul
Koopman, Siem Jan
Taylor, Robert
3
Durbin, James
2
Larsson, Rolf
2
Leybourne, Stephen James
2
Nielsen, Bent
2
Perron, Pierre
2
Saikkonen, Pentti
2
Asai, Manabu
1
Astill, S.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Oxford statistical science series
The econometrics journal
Discussion paper / Tinbergen Institute
54
International journal of forecasting
6
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5
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4
Economics letters
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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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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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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Time series analysis by state space methods
Durbin, James
;
Koopman, Siem Jan
-
2012
-
Second edition
Persistent link: https://www.econbiz.de/10009570767
Saved in:
2
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
3
Time series analysis by state space methods
Durbin, James
;
Koopman, Siem Jan
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001530511
Saved in:
4
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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
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