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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:"Zustandsraummodell"
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United States
Monte-Carlo-Simulation
Zustandsraummodell
Estimation
32
Schätzung
32
Theorie
17
Theory
17
USA
16
Time series analysis
15
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Article
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Article in journal
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21
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Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
59
Gil-Alaña, Luis A.
33
Bahmani-Oskooee, Mohsen
32
Tiwari, Aviral Kumar
32
Wohar, Mark E.
26
Caporale, Guglielmo Maria
25
Heckman, James J.
14
Apergēs, Nikolaos
13
Chang, Tsangyao
13
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Sarno, Lucio
12
Bollerslev, Tim
11
Serletis, Apostolos
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Miller, Stephen M.
10
Swanson, Norman R.
10
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Chan, Joshua
9
Cheung, Yin-Wong
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hammoudeh, Shawkat
9
Hegerty, Scott W.
9
Hess, Gregory D.
9
Lubik, Thomas A.
9
Moretti, Enrico
9
Salisu, Afees A.
9
Schorfheide, Frank
9
Stock, James H.
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
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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
2
Journal of empirical finance
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
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1
Journal of monetary economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
5
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
6
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:
7
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
8
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
9
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
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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