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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"Kalman filter"
~subject:"Zustandsraummodell"
~type_genre:"Aufsatz im Buch"
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United States
ARCH-Modell
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Estimation
23
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23
Time series analysis
15
Zeitreihenanalyse
15
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12
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12
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9
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6
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Koopman, Siem Jan
Gupta, Rangan
75
Gil-Alaña, Luis A.
45
Bahmani-Oskooee, Mohsen
42
Tiwari, Aviral Kumar
37
Wohar, Mark E.
36
Caporale, Guglielmo Maria
35
Apergēs, Nikolaos
23
Serletis, Apostolos
21
Kumar, Dilip
20
Ma, Feng
19
Balcilar, Mehmet
18
McAleer, Michael
18
Bouri, Elie
16
Hammoudeh, Shawkat
16
Pierdzioch, Christian
16
Belke, Ansgar
15
Brooks, Robert
15
Hamori, Shigeyuki
15
Bollerslev, Tim
14
Döpke, Jörg
14
Heckman, James J.
14
Hsing, Yu
14
Yoon, Seong-min
14
Payne, James E.
13
Cebula, Richard J.
12
Chang, Tsangyao
12
Chiang, Thomas C.
12
Hegerty, Scott W.
12
Jalles, João Tovar
12
Jawadi, Fredj
12
Koop, Gary
12
Miller, Stephen M.
12
Neumark, David
12
Salisu, Afees A.
12
Xuan Vinh Vo
12
Basu, Susanto
11
Chan, Joshua
11
Cheung, Yin-Wong
11
Diebold, Francis X.
11
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International journal of forecasting
4
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Nonlinear time series analysis of business cycles
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
16
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16
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
8
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:
9
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:
10
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
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