//--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Bauwens, Luc"
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
9
Schätzung
9
Zeitreihenanalyse
8
Forecasting model
6
Prognoseverfahren
6
Theorie
5
Theory
5
ARCH model
4
ARCH-Modell
4
Factor analysis
4
Faktorenanalyse
4
State space model
3
Zustandsraummodell
3
Bayes-Statistik
2
Bayesian inference
2
Correlation
2
EU countries
2
EU-Staaten
2
Economic indicator
2
Estimation theory
2
Kalman filter
2
Korrelation
2
Schätztheorie
2
Time-varying parameters
2
Wirtschaftsindikator
2
Analysis of variance
1
Arbeitslosigkeit
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Börsenkurs
1
Capital income
1
Change-point model
1
Cluster analysis
1
Clusteranalyse
1
Correlation forecasting
1
Delta-method
1
Dynamic analysis
1
Dynamic conditional correlation
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Koopman, Siem Jan
Bauwens, Luc
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Blasques, Francisco
3
Dijk, Dick van
3
Ergemen, Yunus Emre
3
Fan, Jianqing
3
Koop, Gary
3
Lucas, André
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Athanasopoulos, George
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Catania, Leopoldo
2
Chan, Joshua
2
Chauvet, Marcelle
2
Christensen, Kim
2
Forbes, Catherine Scipione
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
Luciani, Matteo
2
Marcellino, Massimiliano
2
Martin, Gael M.
2
Medeiros, Marcelo C.
2
Mumtaz, Haroon
2
Quaedvlieg, Rogier
2
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
Discussion paper / Tinbergen Institute
23
Oxford bulletin of economics and statistics
2
Annales d'économie et de statistique
1
CORE discussion papers : DP
1
Cardiff economics working papers
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
LIDAM discussion paper CORE
1
NBP working paper
1
Nonlinear time series analysis of business cycles
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)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
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:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
5
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
6
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:
7
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
8
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->