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subject:"Germany"
~person:"Koopman, Siem Jan"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Germany
Monte Carlo simulation
Schätzung
Estimation theory
13
Schätztheorie
13
Time series analysis
8
Zeitreihenanalyse
8
Volatility
5
Volatilität
5
Forecasting model
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
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4
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4
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3
Kalman filter
3
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3
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3
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2
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2
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Estimation
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2
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6
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Koopman, Siem Jan
Kumbhakar, Subal
15
Gao, Jiti
13
Su, Liangjun
12
Tauchen, George Eugene
12
Baltagi, Badi H.
11
Kumar, Dilip
11
Li, Qi
11
Tsionas, Efthymios G.
11
Lee, Lung-fei
10
Linton, Oliver
10
Lütkepohl, Helmut
10
Todorov, Viktor
10
Li, Jia
9
Sun, Yiguo
9
Francq, Christian
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Lechner, Michael
8
Parmeter, Christopher F.
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Ramírez, Miguel D.
8
Dufour, Jean-Marie
7
Jochmans, Koen
7
Juodis, Artūras
7
Kim, Donggyu
7
Koop, Gary
7
Lesage, James P.
7
Maheswaran, S.
7
Racine, Jeffrey
7
Winkelmann, Rainer
7
Zhang, Xibin
7
Cai, Zongwu
6
Cheung, Yin-Wong
6
Egger, Peter
6
Li, Yong
6
Liu, Zhi
6
Lu, Xun
6
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Journal of econometrics
2
Econometric reviews
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
6
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
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