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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Time series analysis
4
Consistency
3
Asymptotic normality
2
Forecasting model
2
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Maximum likelihood estimation
2
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Financial econometrics
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Importance sampling
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Indirect inference
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Koopman, Siem Jan
Phillips, Peter C. B.
11
Francq, Christian
10
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Todorov, Viktor
7
Zakoïan, Jean-Michel
7
Zhu, Ke
7
Li, Jia
6
Tauchen, George Eugene
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Dong
5
Li, Yingying
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Chambers, Marcus J.
4
Ghysels, Eric
4
Harvey, David I.
4
Hill, Jonathan B.
4
Li, Qi
4
Magnus, Jan R.
4
Ng, Serena
4
Shephard, Neil G.
4
Sun, Yixiao
4
Zhang, Xinyu
4
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Chen, Songnian
3
Chib, Siddhartha
3
Christensen, Bent Jesper
3
Demetrescu, Matei
3
Dong, Chaohua
3
Elliott, Graham
3
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3
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Economic modelling
Journal of econometrics
Discussion paper / Tinbergen Institute
27
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric reviews
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-056/III
1
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ECONIS (ZBW)
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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
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:
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