//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
6
Schätztheorie
6
Time series analysis
5
Zeitreihenanalyse
5
Theorie
4
Theory
4
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
Autocorrelation
1
Autokorrelation
1
Econometrics
1
Exchange rate
1
Forecasting
1
Fractional integration
1
Importance sampling
1
Kalman filter
1
Latent factors
1
Macroeconomic time series
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Score driven time-varying parameter models
1
Smooth transition
1
State space model
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Treshold autoregressive models
1
Wechselkurs
1
Zustandsraummodell
1
Ökonometrie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Klaassen, Franc
Koopman, Siem Jan
Einmahl, John H. J.
24
Steel, Mark F. J.
18
Čížek, Pavel
16
Kleijnen, Jack P. C.
11
Werker, Bas J. M.
11
Baltagi, Badi H.
10
Drost, Feike C.
10
Nijman, Theodore E.
10
Osiewalski, Jacek
10
Magnus, Jan R.
9
McAleer, Michael
8
Soest, Arthur van
8
Bera, Anil K.
7
Segers, Johan
7
Ullah, Aman
7
Fernández, Carmen
6
Hsiao, Cheng
6
Härdle, Wolfgang
6
Maasoumi, Esfandiar
6
Melenberg, Bertrand
6
Moors, Johannes J. A.
6
Verbeek, Marno
6
Akker, Ramon van den
5
Bierens, Herman J.
5
Fiebig, Denzil G.
5
Gao, Jiti
5
Groenendaal, Willem J. van
5
Li, Qi
5
Linton, Oliver
5
Racine, Jeffrey
5
Sun, Yiguo
5
Teräsvirta, Timo
5
Zhang, Xinyu
5
Bartels, Robert
4
Chen Zhou
4
Dufour, Jean-Marie
4
Hall, Alastair R.
4
He, Yi
4
Imbens, Guido
4
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Discussion paper / Tinbergen Institute
33
Journal of econometrics
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Advances in econometrics
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Tinbergen Institute Discussion Paper 15-138/III
2
A history of market performance : from ancient Babylonia to the modern world
1
Discussion paper series / LSE Financial Markets Group
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tinbergen Discussion Paper
1
Tinbergen Institute 14-010/IV/71
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-131/III, 2015
1
Tinbergen Institute Discussion Paper 15-137/VI
1
Tinbergen Institute Discussion Paper 16-082/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-056/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
2
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
3
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
6
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->