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subject:"Estimation theory"
subject:"Schätzung"
~accessRights:"restricted"
~person:"Koopman, Siem Jan"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätzung
Zeitreihenanalyse
Theorie
16
Theory
16
Time series analysis
11
Forecasting model
8
Prognoseverfahren
8
Estimation
7
Bayes-Statistik
5
Bayesian inference
5
Factor analysis
4
Faktorenanalyse
4
EU countries
3
EU-Staaten
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State space model
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3
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2
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2
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2
Time-varying parameters
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1985-2008
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12
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Koopman, Siem Jan
Marcellino, Massimiliano
26
Gupta, Rangan
25
Gil-Alaña, Luis A.
21
Serletis, Apostolos
17
Chan, Joshua
15
Assimakopoulos, V.
14
Ghysels, Eric
14
Petropoulos, Fotios
14
Phillips, Peter C. B.
14
Spiliotis, Evangelos
14
Jawadi, Fredj
13
Schorfheide, Frank
13
Forni, Mario
12
Makridakis, Spyros G.
12
Timmermann, Allan
12
Bahmani-Oskooee, Mohsen
11
Herwartz, Helmut
11
Hyndman, Rob J.
11
Kumbhakar, Subal
11
Härdle, Wolfgang
10
Ravazzolo, Francesco
10
Rossi, Barbara
10
Apergēs, Nikolaos
9
Fabozzi, Frank J.
9
Hallin, Marc
9
Harvey, David I.
9
Huber, Florian
9
Kang, Yanfei
9
Kelly, Bryan T.
9
Leybourne, Stephen James
9
Lippi, Marco
9
Lütkepohl, Helmut
9
McElroy, Tucker
9
Perron, Pierre
9
Petrella, Ivan
9
Prokopczuk, Marcel
9
Rodriguez, Gabriel
9
Rubio-Ramírez, Juan Francisco
9
Shi, Yanlin
9
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International journal of forecasting
5
Economics letters
1
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The Oxford handbook of economic forecasting
1
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ECONIS (ZBW)
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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
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:
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
Saved in:
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