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subject:"Time series analysis"
person:"Koopman, Siem Jan"
~subject:"Stochastischer Prozess"
~accessRights:"restricted"
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Time series analysis
Stochastischer Prozess
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7
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3
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Koopman, Siem Jan
Gil-Alaña, Luis A.
39
Gupta, Rangan
27
Chang, Tsangyao
14
Marcellino, Massimiliano
13
Li, Jia
11
Tiwari, Aviral Kumar
11
Todorov, Viktor
11
Chan, Joshua
10
Ranjbar, Omid
10
Caporale, Guglielmo Maria
9
Moosa, Imad A.
9
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8
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8
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8
Miller, Stephen M.
8
Nonejad, Nima
8
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7
Balcilar, Mehmet
7
Ghysels, Eric
7
Tauchen, George Eugene
7
Österholm, Pär
7
Boubaker, Heni
6
Canarella, Giorgio
6
Caporin, Massimiliano
6
Guérin, Pierre
6
Huber, Florian
6
Jawadi, Fredj
6
Kim, Donggyu
6
Narayan, Paresh Kumar
6
Omay, Tolga
6
Ramírez, Miguel D.
6
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6
Sun, Yuying
6
Timmermann, Allan
6
Wang, Shouyang
6
Wohar, Mark E.
6
Carcel, Hector
5
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5
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International journal of forecasting
3
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2
Economics letters
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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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
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:
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