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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Koop, Gary"
~person:"Lucas, André"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~type:"article"
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Capital income
Zeitreihenanalyse
Monte Carlo simulation
Schätzung
Theorie
96
Theory
96
Time series analysis
40
Bayes-Statistik
28
Bayesian inference
28
Estimation
20
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20
Prognoseverfahren
20
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16
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16
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15
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3
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55
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Koop, Gary
Lucas, André
Phillips, Peter C. B.
65
Franses, Philip Hans
64
Gil-Alaña, Luis A.
55
Gupta, Rangan
40
Caporale, Guglielmo Maria
38
Lütkepohl, Helmut
33
Tsionas, Efthymios G.
33
Ghysels, Eric
32
Kumbhakar, Subal
32
Koopman, Siem Jan
31
Perron, Pierre
31
Pesaran, M. Hashem
31
Granger, C. W. J.
30
Hendry, David F.
30
McAleer, Michael
30
Serletis, Apostolos
30
Taylor, Robert
30
Mills, Terence C.
29
Timmermann, Allan
29
Leybourne, Stephen James
28
Harvey, Andrew C.
27
Herwartz, Helmut
27
Moosa, Imad A.
27
Engle, Robert F.
25
Fabozzi, Frank J.
25
Teräsvirta, Timo
25
Hong, Yongmiao
24
Hecq, Alain W. J.
23
Härdle, Wolfgang
23
Peel, David
23
Wohar, Mark E.
23
Barnett, William A.
22
Diebold, Francis X.
22
Hassler, Uwe
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Engsted, Tom
21
Newbold, Paul
21
Satchell, Stephen
21
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Journal of econometrics
16
Journal of applied econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International journal of forecasting
5
Journal of empirical finance
4
Journal of forecasting
2
The review of economics and statistics
2
Bank strategies and challenges in the new Europe
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
European economic review : EER
1
International economic review
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
55
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55
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1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
Feldkircher, Martin
;
Huber, Florian
;
Koop, Gary
; …
- In:
International economic review
63
(
2022
)
4
,
pp. 1625-1658
Persistent link: https://www.econbiz.de/10013464691
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Macroeconomic nowcasting using Google probabilities
Koop, Gary
;
Onorante, Luca
-
2019
Persistent link: https://www.econbiz.de/10012244142
Saved in:
9
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:
10
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
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