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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Estimation theory"
~subject:"Factor analysis"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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United States
Estimation theory
Factor analysis
Multivariate Analyse
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Estimation
21
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21
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14
Theorie
12
Theory
12
USA
8
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6
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6
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6
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5
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5
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4
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Article in journal
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40
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20
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1
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1
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English
20
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Koopman, Siem Jan
Gil-Alaña, Luis A.
93
Gupta, Rangan
74
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
43
Tiwari, Aviral Kumar
32
Chang, Tsangyao
30
Wohar, Mark E.
29
Moosa, Imad A.
27
Bollerslev, Tim
19
Kumbhakar, Subal
19
Balcilar, Mehmet
18
McAleer, Michael
17
Payne, James E.
17
Tauchen, George Eugene
17
Heckman, James J.
16
Koop, Gary
16
Miller, Stephen M.
16
Serletis, Apostolos
16
Apergēs, Nikolaos
15
Todorov, Viktor
15
Cheung, Yin-Wong
14
Hsing, Yu
14
Marcellino, Massimiliano
14
McMillan, David G.
14
Narayan, Paresh Kumar
14
Pesaran, M. Hashem
14
Salisu, Afees A.
14
Sarno, Lucio
14
Su, Liangjun
14
Swanson, Norman R.
14
Österholm, Pär
14
Chan, Joshua
13
Gao, Jiti
13
Kapetanios, George
13
Phillips, Peter C. B.
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Blundell, Richard W.
12
Cebula, Richard J.
12
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International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
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)
20
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20
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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
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
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:
6
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:
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
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:
10
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:
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