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subject:"Theorie"
type:"article"
~person:"Koopman, Siem Jan"
~person:"Rahbek, Anders"
~subject:"Monte-Carlo-Simulation"
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Theorie
Monte-Carlo-Simulation
Estimation
29
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16
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9
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Koopman, Siem Jan
Rahbek, Anders
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
29
Kumbhakar, Subal
27
Serletis, Apostolos
26
Gupta, Rangan
23
Bahmani-Oskooee, Mohsen
18
Tsionas, Efthymios G.
17
Blundell, Richard W.
15
Moosa, Imad A.
15
Peel, David
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Fabozzi, Frank J.
14
MacDonald, Ronald
14
Herwartz, Helmut
13
Koop, Gary
13
McAleer, Michael
13
Pesaran, M. Hashem
13
Sickles, Robin C.
13
Taylor, Mark P.
13
Apergēs, Nikolaos
12
Barnett, William A.
12
Bollerslev, Tim
12
Jawadi, Fredj
12
Narayan, Paresh Kumar
12
Asai, Manabu
11
Belzil, Christian
11
Chan, Joshua
11
Ghysels, Eric
11
Phillips, Peter C. B.
11
Tzavalis, Elias
11
Belke, Ansgar
10
Berg, Gerard J. van den
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Egger, Peter
10
Engle, Robert F.
10
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International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
Econometric reviews
1
Economics letters
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of applied econometrics
1
Journal of empirical finance
1
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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
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ECONIS (ZBW)
16
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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
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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