//--> //--> //--> //-->
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
subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Sarno, Lucio"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Theorie
Estimation
49
Schätzung
49
USA
20
Theory
17
Time series analysis
16
Zeitreihenanalyse
16
Forecasting model
10
Prognoseverfahren
10
Exchange rate
8
Volatility
8
Volatilität
8
Wechselkurs
8
Factor analysis
7
Faktorenanalyse
7
Großbritannien
7
United Kingdom
7
Kaufkraftparität
6
Purchasing power parity
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
State space model
5
Welt
5
World
5
Yield curve
5
Zinsstruktur
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Capital income
4
Correlation
4
EU countries
4
EU-Staaten
4
Estimation theory
4
Exchange rate risk
4
Kapitaleinkommen
4
Korrelation
4
Risikoprämie
4
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Graue Literatur
43
Non-commercial literature
43
Arbeitspapier
42
Working Paper
42
Aufsatz in Zeitschrift
33
Collection of articles of several authors
2
Sammelwerk
2
Book section
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
more ...
less ...
Language
All
English
34
Author
All
Koopman, Siem Jan
Sarno, Lucio
Gupta, Rangan
70
Gil-Alaña, Luis A.
54
Bahmani-Oskooee, Mohsen
50
Caporale, Guglielmo Maria
46
Serletis, Apostolos
34
Wohar, Mark E.
29
Kumbhakar, Subal
28
Apergēs, Nikolaos
22
Belke, Ansgar
22
Chang, Tsangyao
21
Blundell, Richard W.
20
Hsing, Yu
20
Moosa, Imad A.
20
Jawadi, Fredj
18
MacDonald, Ronald
18
McAleer, Michael
18
Peel, David
18
Tiwari, Aviral Kumar
17
Bollerslev, Tim
16
Ghysels, Eric
16
Heckman, James J.
16
Pierdzioch, Christian
16
Sickles, Robin C.
16
Balcilar, Mehmet
15
Hess, Gregory D.
15
Koop, Gary
15
Payne, James E.
15
Pesaran, M. Hashem
15
Belzil, Christian
14
Brooks, Robert
14
Creedy, John
14
Fabozzi, Frank J.
14
Herwartz, Helmut
14
Marcellino, Massimiliano
14
Swanson, Norman R.
14
Taylor, Mark P.
14
Timmermann, Allan
14
Tsionas, Efthymios G.
14
more ...
less ...
Published in...
All
International journal of forecasting
3
The journal of futures markets
3
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Applied economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
IMF staff papers
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Journal of international money and finance
1
Journal of macroeconomics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear time series analysis of business cycles
1
Review / Federal Reserve Bank of St. Louis
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Currency risk premiums redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
The review of financial studies
37
(
2024
)
2
,
pp. 356-408
Persistent link: https://www.econbiz.de/10014528715
Saved in:
2
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
3
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->