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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Handbook of economic forecasting ; 1"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
Time series analysis
USA
Theory
31
Zeitreihenanalyse
12
United States
6
Forecasting model
5
Prognoseverfahren
5
ARCH model
4
Bayes-Statistik
4
Bayesian inference
4
Estimation
4
Schätzung
4
Volatility
4
Volatilität
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Autocorrelation
3
Autokorrelation
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Business cycle
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Correlation
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Seasonal variations
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Statistical distribution
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Statistische Verteilung
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Arbeitslosigkeit
2
Capital income
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Credit risk
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Economic convergence
2
Insolvency
2
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2
Kapitaleinkommen
2
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2
Multivariate Analyse
2
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2
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Collection of articles of several authors
3
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Conference proceedings
2
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English
31
Author
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Dijk, Herman K. van
Franses, Philip Hans
Koopman, Siem Jan
Phillips, Peter C. B.
41
Koop, Gary
25
Pesaran, M. Hashem
22
Gouriéroux, Christian
19
Swanson, Norman R.
18
Lee, Lung-fei
17
Linton, Oliver
17
Ghysels, Eric
16
Lucas, André
14
Yu, Jun
14
Chib, Siddhartha
13
Diebold, Francis X.
13
Granger, C. W. J.
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Bollerslev, Tim
12
Dufour, Jean-Marie
12
Kapetanios, George
12
McAleer, Michael
12
Timmermann, Allan
12
Aït-Sahalia, Yacine
11
Lütkepohl, Helmut
11
Renault, Eric
11
Taylor, Robert
11
Bai, Jushan
10
Corradi, Valentina
10
Khalaf, Lynda
10
Ng, Serena
10
Robinson, Peter M.
10
Shin, Yongcheol
10
Smith, Richard J.
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Clements, Michael P.
9
Kirchler, Erich
9
Kohn, Robert
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Handbook of economic forecasting ; 1
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam
International journal of forecasting
19
Econometric reviews
13
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of forecasting
9
Oxford bulletin of economics and statistics
5
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
The review of economics and statistics
4
Applied economics
3
Journal of economic surveys
3
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
A companion to economic forecasting
1
Advances in econometrics
1
Annals of financial economics
1
Applied financial economics
1
Applied mathematical finance
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Computer-aided econometrics
1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Economica
1
Energy economics
1
Handbook of economic forecasting ; Vol. 1
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
3
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
7
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
8
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
9
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
10
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
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