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person:"Kapetanios, George"
~person:"Koopman, Siem Jan"
~person:"Swanson, Norman R."
~subject:"Kalman filter"
~subject:"Maximum likelihood estimation"
~subject:"Scientific modelling"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Maximum likelihood estimation
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54
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39
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39
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Kapetanios, George
Koopman, Siem Jan
Swanson, Norman R.
McAleer, Michael
6
Andreou, Elena
5
Asai, Manabu
5
Hendry, David F.
5
Nielsen, Morten Ørregaard
5
Poncela, Pilar
5
Ruiz, Esther
5
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5
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4
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4
Spanos, Aris
4
Zhang, Xinyu
4
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3
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3
Caporin, Massimiliano
3
Catania, Leopoldo
3
Chan, Joshua
3
Corradi, Valentina
3
Costantini, Mauro
3
Doornik, Jurgen A.
3
Fiorentini, Gabriele
3
Hindrayanto, Irma
3
Johansen, Søren
3
Kim, Donggyu
3
Koop, Gary
3
Kunst, Robert M.
3
Lanne, Markku
3
Medeiros, Marcelo C.
3
Nguyen, Anh D. M.
3
Park, Joon Y.
3
Población, Javier
3
Sentana, Enrique
3
Serna, Gregorio
3
Wang, Yazhen
3
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3
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3
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4
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3
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1
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1
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1
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1
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1
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ECONIS (ZBW)
16
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16
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1
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
2
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:
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
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:
5
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:
6
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:
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
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:
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:
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