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~person:"Koopman, Siem Jan"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Time series analysis
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Koopman, Siem Jan
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
102
International journal of forecasting
8
Journal of econometrics
7
Tinbergen Institute Discussion Paper
5
DNB working paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Oxford bulletin of economics and statistics
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of applied econometrics
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De Nederlandsche Bank Working Paper
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Econometric reviews
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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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The econometrics journal
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A history of market performance : from ancient Babylonia to the modern world
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Advances in econometrics
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CREATES research paper
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Discussion paper / Statistics Netherlands
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Econometric analysis of financial and economic time series ; part a
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Economics letters
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Global COE Hi-Stat discussion paper series
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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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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NBP working paper
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Nonlinear time series analysis of business cycles
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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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The Oxford handbook of economic forecasting
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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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