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~person:"Koopman, Siem Jan"
~subject:"Theory"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
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Search: subject_exact:"Zeitreihenanalyse"
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Zustandsraummodell
Time series analysis
42
Zeitreihenanalyse
42
Theorie
24
State space model
17
Estimation
14
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14
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13
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Koopman, Siem Jan
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Perron, Pierre
29
Taylor, Robert
28
Harvey, Andrew C.
26
Koop, Gary
24
Leybourne, Stephen James
24
Tiwari, Aviral Kumar
23
Caporale, Guglielmo Maria
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Gupta, Rangan
20
Newbold, Paul
20
Hong, Yongmiao
19
Mills, Terence C.
19
Ghysels, Eric
18
Hassler, Uwe
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Hyndman, Rob J.
17
McAleer, Michael
17
Peña, Daniel
17
Chan, Joshua
16
Chang, Tsangyao
16
Proietti, Tommaso
16
Assimakopoulos, V.
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
Ruiz, Esther
15
Saikkonen, Pentti
15
Engle, Robert F.
14
Hall, Stephen G.
14
Johansen, Søren
14
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International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of applied econometrics
3
Journal of econometrics
3
The econometrics journal
2
Advances in econometrics
1
Applied economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Oxford bulletin of economics and statistics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
32
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
4
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:
5
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:
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
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
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
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
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