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subject:"Risk"
type:"article"
~person:"Koopman, Siem Jan"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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43
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Koopman, Siem Jan
Franses, Philip Hans
61
Phillips, Peter C. B.
58
Gil-Alaña, Luis A.
48
Eeckhoudt, Louis R.
38
Gupta, Rangan
37
Chavas, Jean-Paul
34
Heckman, James J.
34
Gollier, Christian
33
Koop, Gary
32
Lütkepohl, Helmut
31
Viscusi, W. Kip
31
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30
Granger, C. W. J.
30
Perron, Pierre
30
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28
Stock, James H.
28
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28
Engle, Robert F.
27
Fabozzi, Frank J.
27
Mills, Terence C.
26
Barnett, William A.
25
Ghysels, Eric
25
Swanson, Norman R.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Leybourne, Stephen James
24
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23
Newbold, Paul
23
Serletis, Apostolos
23
Bollerslev, Tim
22
Hall, Robert Ernest
22
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22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Moosa, Imad A.
22
Teräsvirta, Timo
22
Christiano, Lawrence J.
21
Herwartz, Helmut
21
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21
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International journal of forecasting
6
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4
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3
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2
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2
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1
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State space and unobserved component models : theory and applications
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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
Empirical bayes methods for dynamic factor models
Koopman, Siem Jan
;
Mesters, Geert
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
Saved in:
8
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:
9
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:
10
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
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