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accessRights:"restricted"
subject:"Bootstrap approach"
~language:"eng"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Statistical distribution"
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Bootstrap approach
Forecasting model
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4
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3
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Koopman, Siem Jan
Kumar, Dilip
8
Peng, Liang
7
Hoga, Yannick
6
Inoue, Atsushi
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
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5
Demetrescu, Matei
5
Hounyo, Ulrich
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Koop, Gary
5
Lee, Ji Hyung
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Taylor, James W.
5
Tu, Yundong
5
Webb, Matthew
5
Ardia, David
4
Cavaliere, Giuseppe
4
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4
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4
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4
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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
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:
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
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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