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subject:"Time series analysis"
subject:"United States"
~person:"Koopman, Siem Jan"
~person:"Watson, Mark W."
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Time series analysis
United States
Volatilität
Estimation
5
Schätzung
5
Zeitreihenanalyse
3
Estimation theory
2
Factor analysis
2
Faktorenanalyse
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Schätztheorie
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USA
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1948-2004
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1955-1994
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Arbeitslosigkeit
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Decomposition method
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Aufsatz im Buch
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Koopman, Siem Jan
Watson, Mark W.
Frick, Bernd
5
Ascheberg, Marius
4
Barnett, William A.
4
Belke, Ansgar
4
Beyer, Andreas H.
4
Herwartz, Helmut
4
Hurd, Michael D.
4
Metz, Rainer
4
Pohlmeier, Winfried
4
Songsak Sriboonchitta
4
Acs, Zoltán J.
3
Büchel, Felix
3
Dahm, Laura K.
3
Feng, Yuanhua
3
Flaschel, Peter
3
Frick, Joachim R.
3
Guerard, John Baynard
3
Hamori, Shigeyuki
3
Hansen, Gerd
3
Hautsch, Nikolaus
3
Heiler, Siegfried
3
Härdle, Wolfgang
3
Jaspersen, Stefan
3
Kraft, Holger
3
Krustev, Georgi
3
Lichtenberg, Frank R.
3
Mann, Catherine L.
3
Mitchell, Olivia S.
3
Mundt, Philipp
3
Prinz, Joachim
3
Rengel, Malte
3
Rieber, Alexander
3
Semmler, Willi
3
Stadtmann, Georg
3
Stock, James H.
3
Van Norden, Simon
3
Zeng, Kailin
3
Zweifel, Peter
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Abraham, Katharine G.
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Handbook of financial time series
1
Nonlinear time series analysis of business cycles
1
Reducing inflation : motivation and strategy
1
The Oxford handbook of economic forecasting
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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ECONIS (ZBW)
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1
Dynamic Factor Models
Stock, James H.
;
Watson, Mark W.
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882014
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2
Forecasting in dynamic factor models subject to structural instability
Stock, James H.
;
Watson, Mark W.
- In:
The methodology and practice of econometrics : a …
,
(pp. 173-205)
.
2009
Persistent link: https://www.econbiz.de/10003857840
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3
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
4
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
Saved in:
5
How precise are estimates of the natural rate of unemployment?
Staiger, Douglas
- In:
Reducing inflation : motivation and strategy
,
(pp. 195-242)
.
1997
Persistent link: https://www.econbiz.de/10001323451
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