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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Dijk, Herman K. van"
~person:"Koopman, Siem Jan"
~person:"Kristensen, Dennis"
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Search: subject:"Time series analysis"
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Time series analysis
9
Zeitreihenanalyse
9
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6
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6
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6
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3
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Dijk, Herman K. van
Koopman, Siem Jan
Kristensen, Dennis
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Werker, Bas J. M.
11
Grassi, Stefano
8
Podolskij, Mark
8
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8
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7
Santucci de Magistris, Paolo
7
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6
Akker, Ramon van den
5
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
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5
Taylor, Robert
5
Christensen, Kim
4
Einmahl, John H. J.
4
Hillebrand, Eric
4
Kang, Jian
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Nielsen, Bent
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Nonejad, Nima
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Silvennoinen, Annastiina
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Voev, Valeri
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3
Hallin, Marc
3
He, Changli
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3
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3
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
137
Journal of econometrics
13
Econometric Institute research papers
10
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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6
Tinbergen Institute Discussion Paper
5
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4
Oxford bulletin of economics and statistics
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3
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2
Discussion papers / University of Leicester, Department of Economics
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2
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2
Oxford statistical science series
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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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
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ECONIS (ZBW)
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
2
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
Saved in:
3
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
5
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
6
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
7
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
8
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
9
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:
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