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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Capital income"
~type_genre:"Aufsatz im Buch"
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United States
Capital income
Estimation
23
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23
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15
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12
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USA
9
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Article in journal
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Koopman, Siem Jan
Gupta, Rangan
93
Zaremba, Adam
58
Wohar, Mark E.
44
Gil-Alaña, Luis A.
42
Caporale, Guglielmo Maria
33
McMillan, David G.
33
Bahmani-Oskooee, Mohsen
32
Bollerslev, Tim
26
Pierdzioch, Christian
24
Tiwari, Aviral Kumar
23
Balcilar, Mehmet
21
Bali, Turan G.
21
Narayan, Paresh Kumar
21
Apergēs, Nikolaos
20
Cakici, Nusret
19
Todorov, Viktor
19
Wang, Yudong
18
Brooks, Robert
17
Ma, Feng
17
McAleer, Michael
16
Belke, Ansgar
15
Bohl, Martin T.
15
Bouri, Elie
15
Jawadi, Fredj
15
Kumar, Dilip
15
Salisu, Afees A.
15
Sehgal, Sanjay
15
Xuan Vinh Vo
15
Andersen, Torben
14
Chiang, Thomas C.
14
Demirer, Rıza
14
Engle, Robert F.
14
Heckman, James J.
14
Long, Huaigang
14
Payne, James E.
14
Zhang, Yaojie
14
Ammann, Manuel
13
Hsing, Yu
13
Serletis, Apostolos
13
Cebula, Richard J.
12
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Oxford bulletin of economics and statistics
2
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Nonlinear time series analysis of business cycles
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
11
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1
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
3
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
4
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
5
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
6
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
7
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
8
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
9
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:
10
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
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