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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of applied econometrics"
~person:"Creal, Drew"
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Creal, Drew
Werker, Bas J. M.
9
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6
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Discussion paper / Center for Economic Research, Tilburg University
Journal of applied econometrics
Discussion paper / Tinbergen Institute
4
Chicago Booth Research Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
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Global COE Hi-Stat discussion paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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2
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
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