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~person:"Chan, Joshua"
~person:"Harvey, Andrew C."
~subject:"Börsenkurs"
~subject:"Zustandsraummodell"
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Börsenkurs
Zustandsraummodell
Zeitreihenanalyse
146
Time series analysis
142
Theorie
83
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83
Estimation theory
41
Schätztheorie
41
Bayes-Statistik
34
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34
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33
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32
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Chan, Joshua
Harvey, Andrew C.
Koopman, Siem Jan
103
Gupta, Rangan
36
Lux, Thomas
30
Gil-Alaña, Luis A.
24
Tiwari, Aviral Kumar
24
Caporale, Guglielmo Maria
23
Grassi, Stefano
20
Koop, Gary
20
Proietti, Tommaso
19
Kapetanios, George
15
Lucas, André
14
Bos, Charles S.
13
Dijk, Herman K. van
13
Narayan, Paresh Kumar
13
Schorfheide, Frank
13
Delle Monache, Davide
12
Hindrayanto, Irma
12
McAleer, Michael
12
Ooms, Marius
12
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12
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12
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12
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12
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12
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12
Aguiar-Conraria, Luís
11
Bollerslev, Tim
11
Boubaker, Heni
11
Chang, Tsangyao
11
Engle, Robert F.
11
Hautsch, Nikolaus
11
Härdle, Wolfgang
11
Miller, Stephen M.
11
Sibbertsen, Philipp
11
Soares, Maria Joana
11
Sornette, Didier
11
Balcilar, Mehmet
10
Brakel, Jan A. van den
10
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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CAMA working paper series
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ECONIS (ZBW)
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1
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
2
Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001081589
Saved in:
3
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
4
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
5
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
6
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
8
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
9
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
10
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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