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subject:"Portfolio-Management"
subject:"United States"
~person:"Koopman, Siem Jan"
~subject:"Financial market"
~subject:"Prognoseverfahren"
~type:"article"
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Portfolio-Management
United States
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Prognoseverfahren
Theorie
43
Theory
43
Time series analysis
26
Zeitreihenanalyse
26
State space model
15
Zustandsraummodell
15
Forecasting model
14
Estimation
12
Schätzung
12
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8
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Koopman, Siem Jan
Fabozzi, Frank J.
88
Franses, Philip Hans
50
Clements, Michael P.
46
Gupta, Rangan
44
Diebold, Francis X.
40
Satchell, Stephen
40
Timmermann, Allan
40
Hendry, David F.
32
Korn, Ralf
32
Pierdzioch, Christian
32
Heckman, James J.
31
Lee, Cheng F.
31
Petropoulos, Fotios
29
Escobar, Marcos
28
Jarrow, Robert A.
28
Swanson, Norman R.
28
Engle, Robert F.
27
Markowitz, Harry
27
Wong, Wing Keung
27
Li, Duan
26
Lo, Andrew W.
26
Schwartz, Eduardo S.
26
Hyndman, Rob J.
25
Marcellino, Massimiliano
25
Moosa, Imad A.
25
Campbell, John Y.
24
Koop, Gary
24
Wang, Yudong
24
Zagst, Rudi
24
Chavas, Jean-Paul
23
Hall, Robert Ernest
23
MacDonald, Ronald
23
Makridakis, Spyros G.
23
Račev, Svetlozar T.
23
Stock, James H.
23
Bollerslev, Tim
22
Bossaerts, Peter L.
22
Christiano, Lawrence J.
22
Ferson, Wayne E.
22
Prigent, Jean-Luc
22
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International journal of forecasting
8
Journal of applied econometrics
3
The review of economics and statistics
2
Economics letters
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
The econometrics journal
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
21
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21
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
2
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:
3
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
4
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
5
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:
6
Empirical bayes methods for dynamic factor models
Koopman, Siem Jan
;
Mesters, Geert
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
Saved in:
7
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:
8
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:
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
Rejoinder to the discussion "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. 893-894
Persistent link: https://www.econbiz.de/10011621879
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