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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Saisonale Schwankungen
Theory
USA
Zeitreihenanalyse
Time series analysis
28
Theorie
18
Forecasting model
15
Prognoseverfahren
15
State space model
7
Zustandsraummodell
7
Estimation
5
Schätztheorie
5
Schätzung
5
Seasonal variations
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Factor analysis
4
Faktorenanalyse
4
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3
ARCH-Modell
3
Kalman filter
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
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Business cycle
2
Dynamic factor models
2
EU countries
2
EU-Staaten
2
Economic indicator
2
Konjunktur
2
Leading indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Outliers
2
Score driven models
2
United States
2
Wirtschaftsindikator
2
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28
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Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Franses, Philip Hans
21
Hyndman, Rob J.
18
Camacho, Maximo
15
Marcellino, Massimiliano
15
Makridakis, Spyros G.
12
Pérez-Quirós, Gabriel
11
Assimakopoulos, V.
10
Gupta, Rangan
10
Spiliotis, Evangelos
10
Teräsvirta, Timo
10
Athanasopoulos, George
9
Clements, Michael P.
9
Reichlin, Lucrezia
9
Escribano, Álvaro
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Peña, Daniel
8
Ruiz, Esther
8
Snyder, Ralph D.
8
Dijk, Dick van
7
García-Ferrer, Antonio
7
Gil-Alaña, Luis A.
7
Hecq, Alain W. J.
7
Kunst, Robert M.
7
O'Connor, Marcus J.
7
Petropoulos, Fotios
7
Poncela, Pilar
7
Costantini, Mauro
6
Cubadda, Gianluca
6
Goodwin, Paul
6
Harvey, Nigel
6
Kang, Yanfei
6
Kapetanios, George
6
Pinson, Pierre
6
Rua, António
6
Shang, Han Lin
6
Timmermann, Allan
6
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Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
CREATES research paper
9
Journal of econometrics
8
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Econometric reviews
5
Oxford bulletin of economics and statistics
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Tinbergen Institute Discussion Paper
4
Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper / ECO
3
Journal of applied econometrics
3
The econometrics journal
3
Advanced texts in econometrics
2
De Nederlandsche Bank Working Paper
2
EERI research paper series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
2
Oxford statistical science series
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A companion to economic forecasting
1
A history of market performance : from ancient Babylonia to the modern world
1
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
Applied economics
1
CC economics
1
CEIS Research Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Statistics Netherlands
1
Discussion papers / University of Kent, School of Economics
1
Discussion papers of interdisciplinary research project 373
1
Dynamic factor models
1
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ECONIS (ZBW)
28
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1
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:
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
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:
4
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:
5
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:
6
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:
7
Intervention time series analysis of crime rates : the case of sentence reform in Virginia
Vujić, Sunčica
;
Commandeur, Jacques Jean François
; …
- In:
Economic modelling
57
(
2016
),
pp. 311-323
Persistent link: https://www.econbiz.de/10011646939
Saved in:
8
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:
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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