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subject:"Economic growth"
type:"article"
~person:"Koopman, Siem Jan"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Economic growth
Prognoseverfahren
Theorie
Estimation
23
Schätzung
23
Time series analysis
15
Zeitreihenanalyse
15
Theory
12
USA
9
United States
9
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
State space model
5
Volatility
5
Volatilität
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Arbeitslosigkeit
3
Correlation
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Credit risk
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EU countries
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EU-Staaten
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Estimation theory
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Kalman filter
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Korrelation
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Multivariate Analyse
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Multivariate analysis
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Schätztheorie
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Stochastic process
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Stochastischer Prozess
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Unemployment
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Analysis of variance
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Bayes-Statistik
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Bayesian inference
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Koopman, Siem Jan
Gupta, Rangan
83
Gil-Alaña, Luis A.
38
Caporale, Guglielmo Maria
34
Narayan, Paresh Kumar
33
Pradhan, Rudra Prakash
33
Pierdzioch, Christian
32
Ma, Feng
29
McMillan, David G.
29
Wohar, Mark E.
29
Zaremba, Adam
28
Serletis, Apostolos
26
Shahbaz, Muhammad
26
Kumbhakar, Subal
25
Chang, Tsangyao
23
Moosa, Imad A.
23
Apergēs, Nikolaos
22
Lee, Chien-chiang
22
Wang, Yudong
22
Balcilar, Mehmet
21
Zhang, Yaojie
21
Bahmani-Oskooee, Mohsen
20
Tiwari, Aviral Kumar
20
Bollerslev, Tim
19
Herwartz, Helmut
19
McAleer, Michael
19
Jawadi, Fredj
18
MacDonald, Ronald
18
Ghysels, Eric
17
Koop, Gary
17
Pesaran, M. Hashem
17
Peel, David
16
Sosvilla-Rivero, Simón
16
Westerlund, Joakim
16
Blundell, Richard W.
15
Engsted, Tom
15
Franses, Philip Hans
15
Nonejad, Nima
15
Creedy, John
14
Fabozzi, Frank J.
14
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International journal of forecasting
5
Journal of applied econometrics
2
Econometric reviews
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
15
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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
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:
3
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:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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