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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Spieltheorie"
~subject:"Zeitreihenanalyse"
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Deutschland
Spieltheorie
Zeitreihenanalyse
Theorie
41
Theory
41
Time series analysis
24
State space model
14
Zustandsraummodell
14
Estimation
12
Forecasting model
12
Prognoseverfahren
12
Schätzung
12
Volatility
8
Volatilität
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7
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Factor analysis
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Maximum likelihood estimation
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4
Business cycle
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Börsenkurs
3
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EU countries
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EU-Staaten
3
Economic forecast
3
Großbritannien
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Article in journal
Arbeitspapier
63
Working Paper
63
Graue Literatur
58
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58
Aufsatz in Zeitschrift
24
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English
24
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Koopman, Siem Jan
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Güth, Werner
44
Gil-Alaña, Luis A.
42
Fudenberg, Drew
33
Samuelson, Larry
30
Perron, Pierre
29
Taylor, Robert
28
Tijs, Stef
28
Caporale, Guglielmo Maria
26
Levine, David K.
26
Binmore, Ken
25
Palfrey, Thomas R.
25
Leybourne, Stephen James
24
Lütkepohl, Helmut
24
Koop, Gary
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Roth, Alvin E.
21
Granger, C. W. J.
20
Hong, Yongmiao
20
Jackson, Matthew O.
20
Newbold, Paul
20
Peleg, Bezalel
20
Ghysels, Eric
19
Rubinstein, Ariel
19
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Wooders, Myrna Holtz
18
Hall, Stephen G.
17
Hendry, David F.
17
Herwartz, Helmut
17
Hyndman, Rob J.
17
Lambertini, Luca
17
Le Breton, Michel
17
McAleer, Michael
17
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International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
The econometrics journal
2
Advances in econometrics
1
Applied economics
1
Economics letters
1
Energy economics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
24
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24
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
4
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
5
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
6
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
7
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
8
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
9
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
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
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