//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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: person:"Koopman, Siem Jan"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
42
Zeitreihenanalyse
42
Theorie
41
Theory
41
State space model
29
Zustandsraummodell
29
Forecasting model
25
Prognoseverfahren
25
Estimation
21
Schätzung
21
USA
18
United States
18
Estimation theory
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Schätztheorie
13
Volatility
13
Volatilität
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Factor analysis
11
Faktorenanalyse
11
Kalman filter
10
Credit risk
9
Kreditrisiko
9
Stochastic process
9
Stochastischer Prozess
9
Bayes-Statistik
8
Bayesian inference
8
ARCH model
7
ARCH-Modell
7
Business cycle
7
Konjunktur
7
Correlation
6
EU countries
6
EU-Staaten
6
Korrelation
6
Simulation
6
Financial crisis
5
Finanzkrise
5
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
85
Type of publication (narrower categories)
All
Article in journal
Working Paper
316
Arbeitspapier
196
Graue Literatur
190
Non-commercial literature
190
Aufsatz in Zeitschrift
85
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
2
Conference Paper
1
more ...
less ...
Language
All
English
85
Author
All
Koopman, Siem Jan
85
Lucas, André
27
Blasques, Francisco
11
Creal, Drew
6
Harvey, Andrew C.
6
Schwaab, Bernd
6
Wel, Michel van der
6
Hindrayanto, Irma
5
Jungbacker, Borus
5
Ooms, Marius
5
Łasak, Katarzyna
4
Bräuning, Falk
3
Gorgi, P.
3
Janus, Paweł
3
Scharth, Marcel
3
Aston, John A. D.
2
Azevedo, João Valle e
2
Barra, István
2
Blasques, F.
2
Borowska, Agnieszka
2
Bos, Charles S.
2
Commandeur, Jacques Jean François
2
Forbes, Catherine Scipione
2
Gorgi, Paolo
2
Hol Uspensky, Eugenie
2
Hoogerheide, Lennart
2
Li, Mengheng
2
Lit, Rutger
2
Mallee, Max I. P.
2
Mesters, G.
2
Monteiro, André Antonio
2
Perron, Pierre
2
Shephard, Neil G.
2
Winter, Jasper de
2
Xu, Jiawen
2
Bennedsen, Mikkel
1
Brummelen, Janneke van
1
Butter, Frank A. G. den
1
Calvori, Francesco
1
Carnero, M. Angeles
1
more ...
less ...
Published in...
All
Journal of econometrics
16
International journal of forecasting
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of applied econometrics
9
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Oxford bulletin of economics and statistics
4
Econometric reviews
3
The econometrics journal
3
The review of economics and statistics
3
Journal of economic dynamics & control
2
Journal of forecasting
2
Advances in econometrics
1
Applied economics
1
Economic modelling
1
Economics letters
1
Energy economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
Joint decomposition of business and financial cycles : evidence from eight advanced economies
Winter, Jasper de
;
Koopman, Siem Jan
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10012818978
Saved in:
4
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
5
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
6
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
7
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:
8
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:
9
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
10
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->