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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Feenstra, Robert C."
~person:"Koopman, Siem Jan"
~subject:"Messung"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
Messung
Estimation
33
Schätzung
33
Theory
19
Time series analysis
15
USA
14
United States
14
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
State space model
5
Volatility
5
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5
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5
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4
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4
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3
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3
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3
EU-Staaten
3
Estimation theory
3
Großbritannien
3
Kalman filter
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Monte Carlo simulation
3
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3
Multivariate Analyse
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Schätztheorie
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Stochastic process
3
Stochastischer Prozess
3
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3
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3
Analysis of variance
2
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2
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2
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Aufsatz im Buch
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46
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42
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4
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Feenstra, Robert C.
Koopman, Siem Jan
Gil-Alaña, Luis A.
90
Caporale, Guglielmo Maria
53
Gupta, Rangan
50
Chang, Tsangyao
33
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Bahmani-Oskooee, Mohsen
28
Serletis, Apostolos
28
Kumbhakar, Subal
25
Wohar, Mark E.
21
Bollerslev, Tim
18
Koop, Gary
17
MacDonald, Ronald
17
McAleer, Michael
17
Narayan, Paresh Kumar
17
Peel, David
17
Barnett, William A.
16
Blundell, Richard W.
15
Herwartz, Helmut
15
Jawadi, Fredj
15
Ramírez, Miguel D.
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Creedy, John
14
Ghysels, Eric
14
Hautsch, Nikolaus
14
McMillan, David G.
14
Phillips, Peter C. B.
14
Sickles, Robin C.
14
Tsionas, Efthymios G.
14
Apergēs, Nikolaos
13
Brooks, Robert
13
Engsted, Tom
13
Fabozzi, Frank J.
13
Franses, Philip Hans
13
Härdle, Wolfgang
13
Lee, Chien-chiang
13
Papell, David H.
13
Pesaran, M. Hashem
13
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International journal of forecasting
4
Journal of econometrics
2
Journal of international economics
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Hard-to-measure goods and services : essays in honor of Zvi Griliches
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonlinear time series analysis of business cycles
1
Scanner data and price indexes
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The effects of US trade protection and promotion policies
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
25
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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
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
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:
4
In search of the Armington elasticity
Feenstra, Robert C.
;
Luck, Philip
;
Obstfeld, Maurice
; …
- In:
The review of economics and statistics
100
(
2018
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10011856877
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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