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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Koopman, Siem Jan"
~subject:"Scheduling problem"
~subject:"Zeitreihenanalyse"
~type_genre:"Fallstudie"
~type_genre:"Mehrbändiges Werk"
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Scheduling problem
Zeitreihenanalyse
Theorie
41
Theory
41
Time series analysis
24
State space model
14
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14
Estimation
12
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12
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Koopman, Siem Jan
Cheng, T. C. E.
61
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Vanhoucke, Mario
45
Mosheiov, Gur
41
Chu, Chengbin
37
Boysen, Nils
36
Shabtay, Dvir
34
Yuan, Jinjiang
33
Perron, Pierre
29
Liu, Ming
28
Taylor, Robert
28
Briskorn, Dirk
27
Ruiz, Rubén
26
Burke, Edmund K.
25
Dolgui, Alexandre
25
Leybourne, Stephen James
25
Koop, Gary
24
Pinedo, Michael
24
Strusevič, Vitalij Aleksandrovič
24
Caporale, Guglielmo Maria
23
Harvey, Andrew C.
23
Pesch, Erwin
23
Demeulemeester, Erik
22
Hecq, Alain W. J.
22
Leus, Roel
22
Lütkepohl, Helmut
22
Werner, Frank
22
Newbold, Paul
21
Rousseau, Louis-Martin
21
Zheng, Feifeng
21
Dauzère-Péres, Stéphane
20
Granger, C. W. J.
20
Laporte, Gilbert
20
Lee, Kangbok
20
Yin, Yunqiang
20
Almada-Lobo, Bernardo
19
Hong, Yongmiao
19
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International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
The econometrics journal
2
Advances in econometrics
1
Applied economics
1
Economics letters
1
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1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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)
24
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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
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
4
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
5
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:
6
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:
7
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
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
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
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:
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