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~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
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Koopman, Siem Jan
Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
10
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
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4
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3
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Journal of econometrics
Discussion paper / Tinbergen Institute
39
International journal of forecasting
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Tinbergen Institute Discussion Paper
2
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Econometric analysis of financial and economic time series ; part a
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State space and unobserved component models : theory and applications
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The Oxford handbook of economic forecasting
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Tinbergen Institute Discussion Paper 14-105/III
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Tinbergen Institute Discussion Paper 2018-026/III
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Tinbergen Institute Discussion Paper 2019-018/III
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Tinbergen Institute Discussion Paper 2020-078/III
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Tinbergen Institute Discussion Paper 2021-006/III
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Tinbergen Institute Discussion Paper, TI 2017-062/III
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ECONIS (ZBW)
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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:
2
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
3
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
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