K. H. Oh

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. H. Oh trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew S. Harvey
  2. James Morley
  3. Tommaso Proietti
  4. J. Keith Ord
  5. Kurt Annen
  6. T. Trimbur
  7. S. J. Koopman
  8. Charles R. Nelson
  9. Eric Zivot
  10. Anne B. Koehler

Papers from K. H. Oh's perspective

Ordered by how strongly the researchers K. H. Oh trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Signal extraction and the formulation of unobserved components models
  2. A state-space approach to calculating the Beveridge-Nelson decomposition
  3. Trend–Cycle Decompositions with Correlated Components
  4. Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (Review of Economics and Statistics)
  5. Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
  6. Forecasting, Structural Time Series Models and the Kalman Filter
  7. General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series (Review of Economics and Statistics)
  8. A simple and efficient simulation smoother for state space time series analysis
  9. Dissecting the cycle: a methodological investigation
  10. The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series

Their papers