Narrow search
Showing 1 - 10 of 17
Cover Image
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
Cover Image
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione - In: International journal of forecasting 32 (2016) 3, pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Cover Image
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
Cover Image
Rejoinder to the discussion "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. 893-894
Persistent link: https://www.econbiz.de/10011621879
Cover Image
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: International journal of forecasting 30 (2014) 3, pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - In: International journal of forecasting 24 (2008) 4, pp. 566-587
Persistent link: https://www.econbiz.de/10003808308
Cover Image
Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221303