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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Kalman filter"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Zustandsraummodell"
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Bootstrap approach
Forecasting model
Kalman filter
Schätztheorie
Statistical distribution
Zustandsraummodell
Estimation theory
9
Time series analysis
7
Zeitreihenanalyse
7
Prognoseverfahren
4
Consistency
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Asymptotic normality
2
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2
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2
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2
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Koopman, Siem Jan
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
25
Su, Liangjun
24
Parmeter, Christopher F.
23
Zhang, Xinyu
23
Baltagi, Badi H.
22
Kumbhakar, Subal
20
Tu, Yundong
18
Cai, Zongwu
17
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
15
Kapetanios, George
15
Li, Degui
15
Li, Qi
15
Sentana, Enrique
15
Peng, Bin
14
Sun, Yiguo
14
Westerlund, Joakim
14
Escanciano, Juan Carlos
13
Hsiao, Cheng
13
Inoue, Atsushi
13
Kilian, Lutz
13
Zhou, Qiankun
13
Bai, Jushan
12
Florens, Jean-Pierre
12
Francq, Christian
12
Imbens, Guido
12
Jin, Fei
12
Li, Jia
12
Li, Kunpeng
12
Otsu, Taisuke
12
Peng, Liang
12
Simar, Léopold
12
Dufour, Jean-Marie
11
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Journal of econometrics
6
Econometric reviews
2
International journal of forecasting
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
8
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:
9
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
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