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type_genre:"Article in book"
type_genre:"Rezension"
~person:"Koopman, Siem Jan"
~person:"Wagner, Joachim"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Article in journal"
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Schätzung
United States
Theorie
65
Theory
65
Time series analysis
24
Zeitreihenanalyse
24
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16
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14
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14
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12
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12
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32
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32
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31
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Koopman, Siem Jan
Wagner, Joachim
Gil-Alaña, Luis A.
37
Kumbhakar, Subal
36
Serletis, Apostolos
34
Caporale, Guglielmo Maria
32
Gupta, Rangan
32
Heckman, James J.
29
Chavas, Jean-Paul
24
MacDonald, Ronald
23
Bahmani-Oskooee, Mohsen
20
Franses, Philip Hans
20
Moosa, Imad A.
19
Wohar, Mark E.
19
Ghysels, Eric
18
Lesage, James P.
18
Acemoglu, Daron
17
Bollerslev, Tim
17
Christiano, Lawrence J.
17
Diebold, Francis X.
17
Glaeser, Edward L.
17
Uri, Noel Dean
17
Apergēs, Nikolaos
16
Engle, Robert F.
16
Hall, Robert Ernest
16
Peel, David
16
Taylor, Mark P.
16
Wu, Chunchi
16
Chang, Tsangyao
15
Cooper, Russell W.
15
Creedy, John
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
Miceli, Thomas J.
15
Slottje, Daniel Jonathan
15
Tsionas, Efthymios G.
15
Attanasio, Orazio P.
14
Blundell, Richard W.
14
Fleissig, Adrian R.
14
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International journal of forecasting
3
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Energy economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of 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
Kyklos : international review for social sciences
1
Open economies review
1
Review of world economics
1
The review of economics and statistics
1
Theoretical economics letters
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
22
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10
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22
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date (oldest first)
1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
2
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:
3
Domestic firms, exporters and importers : a systemic perspective
Forrest, Jeffrey Yi-Lin
;
Trebing, Michael E.
; …
- In:
Theoretical economics letters
9
(
2019
)
4
,
pp. 649-674
Persistent link: https://www.econbiz.de/10012022946
Saved in:
4
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:
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
Empirical bayes methods for dynamic factor models
Koopman, Siem Jan
;
Mesters, Geert
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
Saved in:
7
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:
8
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:
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
Saved in:
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