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subject:"Zeitreihenanalyse"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~subject:"Multivariate analysis"
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Zeitreihenanalyse
Multivariate analysis
Theorie
353
Theory
323
Time series analysis
160
Prognoseverfahren
124
Forecasting model
118
Zustandsraummodell
93
State space model
83
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80
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English
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Koopman, Siem Jan
Marcellino, Massimiliano
Franses, Philip Hans
140
Phillips, Peter C. B.
128
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
75
Härdle, Wolfgang
73
Pesaran, M. Hashem
71
Koop, Gary
70
Sibbertsen, Philipp
69
Teräsvirta, Timo
66
McAleer, Michael
60
Swanson, Norman R.
60
Kunst, Robert M.
59
Harvey, Andrew C.
55
Hassler, Uwe
55
Maravall Herrero, Agustín
55
Lucas, André
53
Hallin, Marc
52
Engle, Robert F.
51
Granger, C. W. J.
51
Feng, Yuanhua
50
Bauwens, Luc
48
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Kapetanios, George
44
Proietti, Tommaso
43
Ghysels, Eric
42
Herwartz, Helmut
42
Taylor, Robert
42
Beran, Jan
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Haldrup, Niels
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
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European University Institute / Department of Economics
3
Conference State Space and Unobserved Component Models <2002, Amsterdam>
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1
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Discussion paper / Tinbergen Institute
55
Tinbergen Institute Discussion Paper
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7
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Journal of forecasting
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State space and unobserved component models : theory and applications
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The Oxford handbook of economic forecasting
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 10-032/2
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ECONIS (ZBW)
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EconStor
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1
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
2
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
3
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
4
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Marcellino, Massimiliano
-
1997
Persistent link: https://www.econbiz.de/10000984064
Saved in:
5
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
6
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
7
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
8
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano
-
1998
Persistent link: https://www.econbiz.de/10001362828
Saved in:
9
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:
10
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
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