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person:"Kapetanios, George"
~person:"Hassler, Uwe"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~type_genre:"Aufsatz im Buch"
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Kapetanios, George
Hassler, Uwe
Koopman, Siem Jan
Maravall Herrero, Agustín
Hendry, David F.
9
Barnett, William A.
7
Lütkepohl, Helmut
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Nonlinear time series analysis of business cycles
2
A history of market performance : from ancient Babylonia to the modern world
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Econometric analysis of financial and economic time series ; part a
1
Economics beyond the millennium
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Essays in honor of Joon Y. Park : econometric theory
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Implikationen der Währungsunion für makroökonometrische Modelle
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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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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Seasonal adjustment
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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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ECONIS (ZBW)
14
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1
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
2
Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 151-168)
.
2017
Persistent link: https://www.econbiz.de/10011617896
Saved in:
3
Analysis of historical time series with messy features : the case of commodity prices in Babylonia
Koopman, Siem Jan
;
Hoogerheide, Lennart
- In:
A history of market performance : from ancient …
,
(pp. 45-67)
.
2015
Persistent link: https://www.econbiz.de/10010406614
Saved in:
4
Reliability of the automatic identification of ARIMA models in program TRAMO
Maravall Herrero, Agustín
;
López-Pavón, Roberto
; …
- In:
Empirical economic and financial research : theory, …
,
(pp. 105-122)
.
2015
Persistent link: https://www.econbiz.de/10010490152
Saved in:
5
State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
Saved in:
6
Forecasting Economic Time Series Using Unobserved Components Time Series Models
Koopman, Siem Jan
;
Ooms, Marius
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882019
Saved in:
7
The common converging trend-cycle model : estimation, modeling and an application to European convergence
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Monographs of official statistics : papers and …
,
(pp. 264-291)
.
2004
Persistent link: https://www.econbiz.de/10003398184
Saved in:
8
Unit root testing
Wolters, Jürgen
;
Hassler, Uwe
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 41-56)
.
2006
Persistent link: https://www.econbiz.de/10003375822
Saved in:
9
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George
;
Tzavalis, Elias
- In:
Nonlinear time series analysis of business cycles
,
(pp. 175-198)
.
2006
Persistent link: https://www.econbiz.de/10003309355
Saved in:
10
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
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