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subject:"Theorie"
type:"article"
~person:"Koopman, Siem Jan"
~subject:"Arbeitslosigkeit"
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Theorie
Arbeitslosigkeit
Estimation
24
Schätzung
24
Time series analysis
15
Zeitreihenanalyse
15
Theory
12
USA
9
United States
9
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
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6
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5
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Estimation theory
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Multivariate Analyse
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14
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14
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Koopman, Siem Jan
Gil-Alaña, Luis A.
42
Caporale, Guglielmo Maria
30
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
23
Bahmani-Oskooee, Mohsen
19
Belke, Ansgar
17
Chang, Tsangyao
16
Apergēs, Nikolaos
15
Blundell, Richard W.
15
Moosa, Imad A.
15
Peel, David
15
Wohar, Mark E.
15
Berg, Gerard J. van den
14
Creedy, John
14
Engsted, Tom
14
Fabozzi, Frank J.
14
Koop, Gary
14
MacDonald, Ronald
14
Barnett, William A.
13
Hujer, Reinhard
13
Jawadi, Fredj
13
Pesaran, M. Hashem
13
Sickles, Robin C.
13
Taylor, Mark P.
13
Belzil, Christian
12
Bollerslev, Tim
12
Herwartz, Helmut
12
Jalles, João Tovar
12
McAleer, Michael
12
Ours, Jan C. van
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Chan, Joshua
11
Franses, Philip Hans
11
Ghysels, Eric
11
Phillips, Peter C. B.
11
Robin, Jean-Marc
11
Asai, Manabu
10
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International journal of forecasting
3
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
14
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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
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:
3
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:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
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
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:
7
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:
8
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:
9
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
10
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
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