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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
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United States
Monte-Carlo-Simulation
Theory
Estimation
31
Schätzung
31
Theorie
17
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16
Time series analysis
15
Zeitreihenanalyse
15
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Article in journal
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English
27
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Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
72
Gil-Alaña, Luis A.
54
Bahmani-Oskooee, Mohsen
49
Caporale, Guglielmo Maria
45
Serletis, Apostolos
32
Kumbhakar, Subal
29
Wohar, Mark E.
28
Apergēs, Nikolaos
22
Chang, Tsangyao
21
Hsing, Yu
20
Moosa, Imad A.
20
McAleer, Michael
17
Tiwari, Aviral Kumar
17
Tsionas, Efthymios G.
17
Belke, Ansgar
16
Blundell, Richard W.
16
Heckman, James J.
16
Jawadi, Fredj
16
MacDonald, Ronald
16
Balcilar, Mehmet
15
Bollerslev, Tim
15
Ghysels, Eric
15
Payne, James E.
15
Peel, David
15
Pierdzioch, Christian
15
Sarno, Lucio
15
Brooks, Robert
14
Marcellino, Massimiliano
14
Pesaran, M. Hashem
14
Cebula, Richard J.
13
Chan, Joshua
13
Engsted, Tom
13
Fabozzi, Frank J.
13
Koop, Gary
13
Lee, Chien-chiang
13
Miller, Stephen M.
13
Narayan, Paresh Kumar
13
Swanson, Norman R.
13
Asai, Manabu
12
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International journal of forecasting
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
Econometric reviews
1
Economics letters
1
Journal of financial econometrics
1
Journal of monetary economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
27
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27
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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
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:
6
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:
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:
9
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:
10
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:
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