//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Journal of econometrics"
~person:"Watson, Mark W."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation
4
Schätzung
4
Zeitreihenanalyse
3
Theorie
2
Theory
2
Time-varying parameters
2
USA
2
United States
2
1959-2010
1
ARCH model
1
ARCH-Modell
1
Arbeitslosigkeit
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Business cycle theory
1
Business cycle turning point
1
Correlation
1
EU countries
1
EU-Staaten
1
European debt crisis
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
GARCH models
1
Generalized autoregressive scores
1
Inflation
1
Konjunktureller Wendepunkt
1
Konjunkturtheorie
1
Korrelation
1
Kullback–Leibler divergence
1
Risikomaß
1
Risk measure
1
Räumliche Interaktion
1
S&P 500 stocks
1
Score-driven models
1
Spatial correlation
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Koopman, Siem Jan
Watson, Mark W.
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
Li, Yingying
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Smeekes, Stephan
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Velasco, Carlos
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhengjun
2
Amsler, Christine Elaine
1
Aruoba, S. Borağan
1
more ...
less ...
Published in...
All
Discussion paper / Statistics Netherlands
Journal of econometrics
Discussion paper / Tinbergen Institute
23
International journal of forecasting
4
NBER Working Paper
4
NBER technical working paper series
3
Technical working paper / National Bureau of Economic Research
3
Working paper series / Research Department, Federal Reserve Bank of Chicago
3
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Working paper / National Bureau of Economic Research, Inc.
2
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Economics letters
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER working paper series
1
NBP working paper
1
Nonlinear time series analysis of business cycles
1
The Oxford handbook of economic forecasting
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Persistent link: https://www.econbiz.de/10012436055
Saved in:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->