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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~person:"Teräsvirta, Timo"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
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USA
Time series analysis
47
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47
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Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Teräsvirta, Timo
Phillips, Peter C. B.
44
Taylor, Robert
24
Franses, Philip Hans
18
Hyndman, Rob J.
18
Linton, Oliver
18
Koop, Gary
15
Leybourne, Stephen James
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Marcellino, Massimiliano
15
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13
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13
Xiao, Zhijie
13
Chen, Xiaohong
12
Perron, Pierre
12
Saikkonen, Pentti
12
Hong, Yongmiao
11
Johansen, Søren
11
Makridakis, Spyros G.
11
Park, Joon Y.
11
Breitung, Jörg
10
Cavaliere, Giuseppe
10
Gao, Jiti
10
Hallin, Marc
10
Peña, Daniel
10
Assimakopoulos, V.
9
Dijk, Dick van
9
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9
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9
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9
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9
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9
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9
Zakoïan, Jean-Michel
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8
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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91
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19
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Handbook of research methods and applications in empirical macroeconomics
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Oxford statistical science series
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Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
43
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
3
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
4
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:
5
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
6
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
7
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
8
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
9
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:
10
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
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