//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Koopman, Siem Jan"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Monte Carlo simulation
Zeitreihenanalyse
Zustandsraummodell
Estimation theory
13
Schätztheorie
13
Time series analysis
8
Volatility
5
Volatilität
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte-Carlo-Simulation
4
Prognoseverfahren
4
Consistency
3
Kalman filter
3
State space model
3
Asymptotic normality
2
Bayes-Statistik
2
Bayesian inference
2
Importance sampling
2
Invertibility
2
Observation-driven models
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymptotic theory
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Bubbles
1
Börsenkurs
1
Capital income
1
Censored likelihood
1
Censored posterior
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Bibliografie
Non-commercial literature
Aufsatz in Zeitschrift
12
Aufsatz im Buch
2
Book section
2
Language
All
English
12
Author
All
Koopman, Siem Jan
Phillips, Peter C. B.
48
Linton, Oliver
31
Li, Qi
29
Su, Liangjun
27
Baltagi, Badi H.
23
Cai, Zongwu
23
Gao, Jiti
22
Kapetanios, George
21
Leybourne, Stephen James
21
Kumbhakar, Subal
20
Taylor, Robert
20
Tsionas, Efthymios G.
20
Westerlund, Joakim
20
Perron, Pierre
18
Johansen, Søren
17
Koop, Gary
17
Robinson, Peter M.
17
Teräsvirta, Timo
17
Xiao, Zhijie
17
Baillie, Richard
16
Kumar, Dilip
16
Lütkepohl, Helmut
16
Ullah, Aman
16
Chen, Songnian
15
Lesage, James P.
15
Pesaran, M. Hashem
15
Sun, Yiguo
15
Tu, Yundong
15
White, Halbert
15
Chambers, Marcus J.
14
Harvey, Andrew C.
14
Hassler, Uwe
14
Parmeter, Christopher F.
14
Tauchen, George Eugene
14
Zhang, Xinyu
14
Chen, Xiaohong
13
Escanciano, Juan Carlos
13
Francq, Christian
13
Harvey, David I.
13
Hendry, David F.
13
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric reviews
2
Advances in econometrics
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
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
3
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
4
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:
5
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
6
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:
7
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:
8
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->