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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alba, Enrique de"
~person:"Koopman, Siem Jan"
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Time series analysis
6
Zeitreihenanalyse
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Alba, Enrique de
Koopman, Siem Jan
Ghysels, Eric
8
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
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Li, Wai Keung
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Zhu, Ke
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
102
International journal of forecasting
9
Journal of econometrics
7
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Oxford bulletin of economics and statistics
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Tinbergen Institute Discussion Paper
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of applied econometrics
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De Nederlandsche Bank Working Paper
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Econometric reviews
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Oxford statistical science series
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Suntory Toyota International Centre for Economics and Related Disciplines
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The econometrics journal
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A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Analysing time series : proceedings of the international conference held on Guernsey, Channel Islands, October 1979
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Applied economics
1
CREATES research paper
1
Discussion paper / Statistics Netherlands
1
Econometric analysis of financial and economic time series ; part a
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Economics letters
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Global COE Hi-Stat discussion paper series
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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NBP working paper
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Nonlinear time series analysis of business cycles
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Practical econometrics
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Research memorandum series / Tinbergen Instituut
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State space and unobserved component models : theory and applications
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Systemic risk tomography : signals, measurement and transmission channels
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1
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
2
Tracking the business cycle of the Euro area : a multivariate model-based bandpass filter
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 278-290
Persistent link: https://www.econbiz.de/10003349341
Saved in:
3
Forecasting an accumulated series based on partial accumulation : a Bayesian method for short series with seasonal patterns
Alba, Enrique de
;
Mendoza, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10001543458
Saved in:
4
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
5
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
Saved in:
6
Disaggregation and forecasting : a Bayesian analysis
Alba, Enrique de
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
2
,
pp. 197-206
Persistent link: https://www.econbiz.de/10001054547
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