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isPartOf:"International journal of forecasting"
~person:"Cross, Jamie"
~person:"Koopman, Siem Jan"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Forecasting model
7
Prognoseverfahren
7
State space model
7
Zustandsraummodell
7
Estimation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Schätzung
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Theorie
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Theory
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Time series analysis
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Factor analysis
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Faktorenanalyse
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Kalman filter
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USA
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United States
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1995-2004
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ARMA model
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Autoregressive moving average errors
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Dynamic analysis
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EU countries
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EU-Staaten
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Energieprognose
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Energy consumption
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Energy forecast
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Cross, Jamie
Koopman, Siem Jan
Koehler, Anne B.
3
Proietti, Tommaso
3
Beaumont, Adrian N.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McCabe, Brendan Peter Martin
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1
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1
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International journal of forecasting
Discussion paper / Tinbergen Institute
47
Journal of econometrics
3
DNB working paper
2
Journal of applied econometrics
2
Oxford statistical science series
2
The econometrics journal
2
Tinbergen Institute Discussion Paper
2
Applied economics
1
CAMP working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Statistics Netherlands
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Oxford bulletin of economics and statistics
1
Practical econometrics
1
State space and unobserved component models : theory and applications
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-020/III
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
2
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:
3
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
4
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
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