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subject:"Prognoseverfahren"
subject:"Share price"
~person:"Koopman, Siem Jan"
~subject:"Panel"
~type_genre:"Article in journal"
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Prognoseverfahren
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Estimation theory
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8
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Koopman, Siem Jan
Baltagi, Badi H.
37
Su, Liangjun
21
Westerlund, Joakim
21
Lee, Lung-fei
16
Gao, Jiti
15
Bai, Jushan
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Phillips, Peter C. B.
12
Yu, Jihai
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11
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10
Maheswaran, S.
10
Pirotte, Alain
10
Han, Chirok
9
Hsiao, Cheng
9
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9
Kapetanios, George
9
Kumbhakar, Subal
9
Peng, Bin
9
Sarafidis, Vasilis
9
Zhou, Qiankun
9
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8
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Moon, Hyungsik Roger
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Swanson, Norman R.
8
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Kim, Donggyu
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Lesage, James P.
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Journal of econometrics
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International journal of forecasting
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ECONIS (ZBW)
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1
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
3
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:
4
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
5
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
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