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Koopman, Siem Jan, Ooms, Marius, Hindrayanto, Irma (2009) Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment. Oxford Bulletin of Economics and Statistics, 71. 683-713 doi:10.1111/j.1468-0084.2009.00557.x

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Reference TypeJournal (article/letter/editorial)
TitlePeriodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
JournalOxford Bulletin of Economics and Statistics
AuthorsKoopman, Siem JanAuthor
Ooms, MariusAuthor
Hindrayanto, IrmaAuthor
Year2009 (October)Volume71
PublisherWiley
DOIdoi:10.1111/j.1468-0084.2009.00557.xSearch in ResearchGate
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Mindat Ref. ID11348175Long-form Identifiermindat:1:5:11348175:2
GUID0
Full ReferenceKoopman, Siem Jan, Ooms, Marius, Hindrayanto, Irma (2009) Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment. Oxford Bulletin of Economics and Statistics, 71. 683-713 doi:10.1111/j.1468-0084.2009.00557.x
Plain TextKoopman, Siem Jan, Ooms, Marius, Hindrayanto, Irma (2009) Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment. Oxford Bulletin of Economics and Statistics, 71. 683-713 doi:10.1111/j.1468-0084.2009.00557.x
In(n.d.) Oxford Bulletin of Economics and Statistics Vol. 71. Wiley

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Hindrayanto, Irma, Koopman, Siem Jan, Ooms, Marius (2010) Exact maximum likelihood estimation for non-stationary periodic time series models. Computational Statistics & Data Analysis, 54 (11). 2641-2654 doi:10.1016/j.csda.2010.04.010
Winter, Jasper de, Koopman, Siem Jan, Hindrayanto, Irma (2022) Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies*. Oxford Bulletin of Economics and Statistics, 84 (1) 57-79 doi:10.1111/obes.12459
Koopman, Siem Jan, Ooms, Marius (2006) Forecasting daily time series using periodic unobserved components time series models. Computational Statistics & Data Analysis, 51 (2). 885-903 doi:10.1016/j.csda.2005.09.009
Dordonnat, Virginie, Koopman, Siem Jan, Ooms, Marius (2012) Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. Computational Statistics & Data Analysis, 56 (11). 3134-3152 doi:10.1016/j.csda.2011.04.002
Koopman, Siem Jan, Franses, Philip Hans (2002) Constructing Seasonally Adjusted Data with Time-varying Confidence Intervals*. Oxford Bulletin of Economics and Statistics, 64. 509-526 doi:10.1111/1468-0084.00275
Wood, Adrian (2009) HOW MUCH UNEMPLOYMENT IS STRUCTURAL?. Oxford Bulletin of Economics and Statistics, 50. 71-81 doi:10.1111/j.1468-0084.1988.mp50001005.x
Engle, Robert F., Hylleberg, Svend (2009) COMMON SEASONAL FEATURES: GLOBAL UNEMPLOYMENT. Oxford Bulletin of Economics and Statistics, 58. 615-630 doi:10.1111/j.1468-0084.1996.mp58004003.x
Jackman, R., Roper, S. (2009) STRUCTURAL UNEMPLOYMENT. Oxford Bulletin of Economics and Statistics, 49. 9-36 doi:10.1111/j.1468-0084.1987.mp49001002.x
Pudney, Stephen, Thomas, Jonathan (2009) SPECIFICATION TESTS FOR THE COMPETING RISKS DURATION MODEL: AN APPLICATION TO UNEMPLOYMENT DURATION AND SECTORAL MOVEMENT. Oxford Bulletin of Economics and Statistics, 57. 323-347 doi:10.1111/j.1468-0084.1995.mp57003004.x
KNIGHT, J. B. (2009) LABOUR ALLOCATION AND UNEMPLOYMENT IN SOUTH AFRICA*. Oxford Bulletin of Economics and Statistics, 40. 93-129 doi:10.1111/j.1468-0084.1978.mp40002002.x
Richards, John, Carruth, Alan (2009) SHORT-TIME WORKING AND THE UNEMPLOYMENT BENEFIT SYSTEM IN GREAT BRITAIN*. Oxford Bulletin of Economics and Statistics, 48. 41-59 doi:10.1111/j.1468-0084.1986.mp48001003.x
 
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