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person:"Kapetanios, George"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
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Time series analysis
8
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8
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6
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Ghysels, Eric
8
Taylor, Robert
7
Koop, Gary
6
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
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Zhu, Ke
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Su, Liangjun
4
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4
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4
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3
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Camba-Méndez, Gonzalo
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3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper series / European Central Bank ; Eurosystem
Discussion paper / Tinbergen Institute
103
Documentos de trabajo / Banco de España, Servicio de Estudios
29
EUI working paper / ECO
15
International journal of forecasting
15
Working paper
15
Journal of econometrics
13
Oxford bulletin of economics and statistics
6
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5
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5
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5
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4
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4
Journal of economic dynamics & control
4
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4
Discussion paper / Center for Economic Research, Tilburg University
3
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3
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3
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Nonlinear time series analysis of business cycles
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Revista española de economía
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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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A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
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Applied economics
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ECONIS (ZBW)
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1
Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo
-
2004
Persistent link: https://www.econbiz.de/10013434685
Saved in:
2
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:
3
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
Saved in:
4
Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434350
Saved in:
5
Testing for neglected nonlinearity in long-memory models
Baillie, Richard
;
Kapetanios, George
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Saved in:
6
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:
7
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:
8
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
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