//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International journal of forecasting"
~person:"Dijk, Herman K. van"
~person:"Koopman, Siem Jan"
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:"Time series analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
Theory
12
Forecasting model
11
Prognoseverfahren
11
Estimation
4
Factor analysis
4
Faktorenanalyse
4
Schätzung
4
State space model
4
Zustandsraummodell
4
Bayes-Statistik
3
Bayesian inference
3
Estimation theory
3
Kalman filter
3
Schätztheorie
3
Economic forecast
2
Frühindikator
2
Leading indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
USA
2
United States
2
Wirtschaftsprognose
2
ARCH model
1
ARCH-Modell
1
Air pollution
1
Arbeitslosigkeit
1
Autoregressive conditional duration
1
Bivariate Poisson
1
CO2 emissions
1
Cluster analysis
1
Clusteranalyse
1
Delta-method
1
Dynamic analysis
1
Dynamic factor models
1
EU countries
1
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
9
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
14
Author
All
Dijk, Herman K. van
Koopman, Siem Jan
Teräsvirta, Timo
24
Hyndman, Rob J.
15
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Proietti, Tommaso
14
Kruse, Robinson
12
Franses, Philip Hans
11
Grassi, Stefano
11
Makridakis, Spyros G.
11
Werker, Bas J. M.
11
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Athanasopoulos, George
8
Clements, Michael P.
8
Hendry, David F.
8
Koehler, Anne B.
8
Podolskij, Mark
8
Drost, Feike C.
7
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Santucci de Magistris, Paolo
7
Dijk, Dick van
6
Ergemen, Yunus Emre
6
Haldrup, Niels
6
Kang, Yanfei
6
Akker, Ramon van den
5
Bergmeir, Christoph
5
Castle, Jennifer
5
Cavaliere, Giuseppe
5
Goodwin, Paul
5
Hansen, Peter Reinhard
5
Harvey, Nigel
5
Lanne, Markku
5
Lucas, André
5
McCabe, Brendan Peter Martin
5
Medeiros, Marcelo C.
5
Miller, Don M.
5
Nijman, Theodore E.
5
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
International journal of forecasting
Discussion paper / Tinbergen Institute
137
Journal of econometrics
11
Econometric Institute research papers
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
6
Tinbergen Institute Discussion Paper
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Oxford bulletin of economics and statistics
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometric reviews
3
De Nederlandsche Bank Working Paper
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion papers / University of Leicester, Department of Economics
2
Oxford statistical science series
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The econometrics journal
2
Working paper / Norges Bank
2
Working papers
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Applied economics
1
CAMP working paper series
1
Cambridge working papers in economics
1
Central European journal of economic modelling and econometrics
1
Cowles Foundation paper
1
Discussion Paper / Institute for Empirical Macroeconomics
1
Discussion paper / Statistics Netherlands
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economics letters
1
Energy economics
1
Global COE Hi-Stat discussion paper series
1
Growth and cycle in the Euro-zone
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
2
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:
3
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
4
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
5
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
Saved in:
6
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
8
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:
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->