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subject:"France"
type:"article"
~person:"Koopman, Siem Jan"
~person:"Pesaran, M. Hashem"
~subject:"Time series analysis"
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France
Time series analysis
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52
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52
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25
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20
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16
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16
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Koopman, Siem Jan
Pesaran, M. Hashem
Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
41
Gupta, Rangan
32
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Moosa, Imad A.
20
Bahmani-Oskooee, Mohsen
15
Ramírez, Miguel D.
13
Tauchen, George Eugene
13
Bollerslev, Tim
12
Ranjbar, Omid
12
Koop, Gary
11
Li, Jia
11
Österholm, Pär
11
Chan, Joshua
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
McMillan, David G.
9
Miller, Stephen M.
9
Wohar, Mark E.
9
Wolff, François-Charles
9
Yaya, OlaOluwa S.
9
Duguet, Emmanuel
8
Franses, Philip Hans
8
Jawadi, Fredj
8
Ma, Feng
8
McAleer, Michael
8
Omay, Tolga
8
Peel, David
8
Robin, Jean-Marc
8
Swanson, Norman R.
8
Taylor, Robert
8
Artus, Patrick
7
Balcilar, Mehmet
7
Boubaker, Heni
7
Ghysels, Eric
7
Hassler, Uwe
7
Kapetanios, George
7
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International journal of forecasting
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Economics letters
1
Handbook of economic forecasting ; 1
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonlinear time series analysis of business cycles
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
23
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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
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:
3
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:
4
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:
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
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
9
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:
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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