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subject:"Makroökonomie"
~person:"Koopman, Siem Jan"
~subject:"Mikroökonomie"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Wirtschaftstheorie"
~type:"article"
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| 7 applied filters
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Subject
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Makroökonomie
Mikroökonomie
Schätzung
Statistische Methodenlehre
Wirtschaftstheorie
Theorie
43
Theory
43
Time series analysis
26
Zeitreihenanalyse
26
State space model
15
Zustandsraummodell
15
Forecasting model
14
Prognoseverfahren
14
Estimation
12
Volatility
8
Volatilität
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Factor analysis
6
Faktorenanalyse
6
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
Bayes-Statistik
5
Bayesian inference
5
Correlation
5
Kalman filter
5
Korrelation
5
Multivariate Analyse
5
Multivariate analysis
5
ARCH model
4
ARCH-Modell
4
Credit risk
4
Kreditrisiko
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Business cycle
3
Börsenkurs
3
Capital income
3
EU countries
3
EU-Staaten
3
Economic forecast
3
Großbritannien
3
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Undetermined
7
Type of publication
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Article
Book / Working Paper
25
Type of publication (narrower categories)
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Article in journal
12
Aufsatz in Zeitschrift
12
Language
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English
12
Author
All
Koopman, Siem Jan
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
30
Serletis, Apostolos
27
Kumbhakar, Subal
25
Pesaran, M. Hashem
22
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Ghysels, Eric
17
Koop, Gary
17
Barnett, William A.
16
McAleer, Michael
16
Phillips, Peter C. B.
16
Blundell, Richard W.
15
Engsted, Tom
15
Moosa, Imad A.
15
Peel, David
15
Taylor, Mark P.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Creedy, John
14
Fabozzi, Frank J.
14
MacDonald, Ronald
14
Bollerslev, Tim
13
Satchell, Stephen
13
Shin, Yongcheol
13
Sickles, Robin C.
13
Stock, James H.
13
Timmermann, Allan
13
Tsionas, Efthymios G.
13
Apergēs, Nikolaos
12
Brooks, Robert
12
Franses, Philip Hans
12
Jawadi, Fredj
12
Mittnik, Stefan
12
Tzavalis, Elias
12
Baltagi, Badi H.
11
Belke, Ansgar
11
Belzil, Christian
11
Chan, Joshua
11
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Published in...
All
International journal of forecasting
3
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
12
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12
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1
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
3
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:
4
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:
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
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:
8
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:
9
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:
10
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
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