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person:"Kapetanios, George"
~isPartOf:"Suntory Toyota International Centre for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Schätztheorie"
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Schätztheorie
Estimation theory
2
Time series analysis
2
Zeitreihenanalyse
2
Saisonale Schwankungen
1
Saisonkomponente
1
Seasonal component
1
Seasonal variations
1
State space model
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Shephard, Neil G.
3
Atkinson, Anthony C.
1
Harvey, Andrew C.
1
Magnus, Jan R.
1
Quah, Danny
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Riani, Marco
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Suntory Toyota International Centre for Economics and Related Disciplines
Discussion paper / Tinbergen Institute
26
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11
EUI working paper / ECO
10
Journal of econometrics
6
Econometric reviews
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International journal of forecasting
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A history of market performance : from ancient Babylonia to the modern world
1
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Temi di discussione / Banca d'Italia
1
The econometrics journal
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
-
1995
Persistent link: https://www.econbiz.de/10000906280
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Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
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