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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"International journal of forecasting"
~person:"Franses, Philip Hans"
~subject:"Estimation"
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Time series analysis
Estimation
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Zeitreihenanalyse
5
Factor analysis
4
Faktorenanalyse
4
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Koopman, Siem Jan
Franses, Philip Hans
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Gerlach, Richard
2
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2
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2
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2
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2
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International journal of forecasting
Discussion paper / Tinbergen Institute
43
Econometric Institute research papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Report / Econometric Institute, Erasmus University Rotterdam
4
Journal of applied econometrics
3
Oxford bulletin of economics and statistics
3
Report / Erasmus Center for Financial Research, Erasmus University
3
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Applied financial economics
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CPB discussion paper
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Discussion paper series / LSE Financial Markets Group
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ERIM report series research in management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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CREATES research paper
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De Nederlandsche Bank Working Paper
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Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos e documentos de trabalho
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European economic review : EER
1
Handbook of financial time series
1
Journal of empirical finance
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Journal of financial econometrics
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Journal of forecasting
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Nonlinear time series analysis of business cycles
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1
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:
2
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:
3
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:
4
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
5
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:
6
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
7
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
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