//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kapetanios, George"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
Time series analysis
82
Zeitreihenanalyse
82
Theorie
47
Theory
47
Forecasting model
25
Prognoseverfahren
25
Estimation
21
Schätzung
21
Estimation theory
18
Schätztheorie
18
State space model
18
Zustandsraummodell
18
USA
10
United States
10
Factor analysis
8
Faktorenanalyse
8
Kalman filter
8
Saisonale Schwankungen
8
Seasonal variations
8
Volatility
8
Volatilität
8
Correlation
7
Korrelation
7
Maximum-Likelihood-Schätzung
7
ARCH model
6
ARCH-Modell
6
ARMA model
6
ARMA-Modell
6
Business cycle
6
Forecasting
6
Konjunktur
6
Autocorrelation
5
Autokorrelation
5
Capital income
5
EU countries
5
EU-Staaten
5
Großbritannien
5
Kapitaleinkommen
5
Structural break
5
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
7
Author
All
Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Nielsen, Morten Ørregaard
4
Asai, Manabu
3
Fiorentini, Gabriele
3
Kim, Donggyu
3
Sentana, Enrique
3
Wang, Yazhen
3
Yu, Jun
3
Blasques, Francisco
2
Cavaliere, Giuseppe
2
Doz, Catherine
2
Francq, Christian
2
Giannone, Domenico
2
Park, Joon Y.
2
Phillips, Peter C. B.
2
Reichlin, Lucrezia
2
Taylor, Robert
2
Wel, Michel van der
2
Zakoïan, Jean-Michel
2
Zhu, Ke
2
Abberger, Klaus
1
Alqaralleh, Huthaifa
1
Aminnayeri, Majid
1
Amiri, Amirhossein
1
Beaumont, Adrian N.
1
Billé, Anna Gloria
1
Blyth, Conrad Alexander
1
Boldin, Michael David
1
Brummelen, Janneke van
1
Bräuning, Falk
1
Catania, Leopoldo
1
Chan, Joshua
1
Chang, Chia-Lin
1
Chang, Yoosoon
1
Chen, Song Xi
1
Chen, Xiaohong
1
Christodoulou-Volos, Christos
1
Cui, Xiangyu
1
De Rossi, Giuliano
1
Duffie, Darrell
1
more ...
less ...
Published in...
All
International journal of forecasting
2
Journal of econometrics
2
Econometric reviews
1
Economics letters
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
2
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:
3
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:
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:
5
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:
6
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
Saved in:
7
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->