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subject:"Zeitreihenanalyse"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Monte-Carlo-Simulation"
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Zeitreihenanalyse
Monte-Carlo-Simulation
Theorie
265
Theory
243
Time series analysis
170
Zustandsraummodell
88
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Koopman, Siem Jan
Maravall Herrero, Agustín
Franses, Philip Hans
139
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
94
Pesaran, M. Hashem
84
Koop, Gary
79
Lütkepohl, Helmut
72
Sibbertsen, Philipp
70
Härdle, Wolfgang
69
Teräsvirta, Timo
69
Swanson, Norman R.
64
Dijk, Herman K. van
61
McAleer, Michael
60
Kunst, Robert M.
59
Lucas, André
58
Harvey, Andrew C.
55
Bauwens, Luc
53
Hassler, Uwe
52
Kapetanios, George
52
Lux, Thomas
51
Feng, Yuanhua
50
Granger, C. W. J.
50
Marcellino, Massimiliano
49
Hyndman, Rob J.
48
Engle, Robert F.
46
Hallin, Marc
46
Hendry, David F.
46
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44
Proietti, Tommaso
43
Perron, Pierre
42
Beran, Jan
41
Ghysels, Eric
41
Robinson, Peter M.
41
Saikkonen, Pentti
41
Gao, Jiti
40
Mills, Terence C.
40
Stock, James H.
39
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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EconStor
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1
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
2
Short-term analysis of macroeconomic time series
Maravall Herrero, Agustín
-
1996
Persistent link: https://www.econbiz.de/10000931863
Saved in:
3
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
Saved in:
4
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1996
Persistent link: https://www.econbiz.de/10000931866
Saved in:
5
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
6
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000939379
Saved in:
7
Programs TRAMO and SEATS : instructions for the user
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1996
-
(Beta version: September 1996)
Persistent link: https://www.econbiz.de/10000946806
Saved in:
8
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
9
Revision in ARIMA signal extraction
Maravall Herrero, Agustín
-
1986
Persistent link: https://www.econbiz.de/10000842045
Saved in:
10
A prototypical seasonal adjustment model
Maravall Herrero, Agustín
;
Pierce, David A.
-
1986
Persistent link: https://www.econbiz.de/10000842046
Saved in:
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