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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Koop, Gary"
~person:"Lucas, André"
~subject:"Competitive strategy"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Capital income
Zeitreihenanalyse
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90
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37
Bayes-Statistik
25
Bayesian inference
25
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18
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18
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Koop, Gary
Lucas, André
Phillips, Peter C. B.
57
Franses, Philip Hans
56
Gil-Alaña, Luis A.
46
Taylor, Robert
30
Perron, Pierre
29
Gupta, Rangan
26
Leybourne, Stephen James
26
Caporale, Guglielmo Maria
24
Harvey, Andrew C.
24
Koopman, Siem Jan
24
Granger, C. W. J.
23
Lütkepohl, Helmut
23
Ghysels, Eric
22
Hecq, Alain W. J.
22
Timmermann, Allan
22
Hassler, Uwe
21
Hong, Yongmiao
20
Mills, Terence C.
20
Newbold, Paul
20
Sibbertsen, Philipp
20
Hendry, David F.
19
Herwartz, Helmut
19
Swanson, Norman R.
19
Engle, Robert F.
18
McAleer, Michael
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Hyndman, Rob J.
17
Pesaran, M. Hashem
17
Peña, Daniel
17
Bollerslev, Tim
16
Diebold, Francis X.
16
Haldrup, Niels
16
Makridakis, Spyros G.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engsted, Tom
15
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15
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of applied econometrics
5
International journal of forecasting
4
Journal of empirical finance
3
Journal of forecasting
2
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2
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1
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1
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ECONIS (ZBW)
39
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1
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
2
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
3
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
4
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
5
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
6
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
7
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:
8
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
9
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
Saved in:
10
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
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