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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~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
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Estimation theory
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Time series analysis
38
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Koopman, Siem Jan
Marcellino, Massimiliano
Proietti, Tommaso
Taylor, James W.
Franses, Philip Hans
20
Hyndman, Rob J.
20
Camacho, Maximo
13
Makridakis, Spyros G.
12
Athanasopoulos, George
11
Assimakopoulos, V.
10
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10
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9
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9
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8
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8
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8
Dijk, Dick van
7
Kunst, Robert M.
7
O'Connor, Marcus J.
7
Petropoulos, Fotios
7
Poncela, Pilar
7
Ruiz, Esther
7
Shang, Han Lin
7
Snyder, Ralph D.
7
Teräsvirta, Timo
7
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7
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6
Costantini, Mauro
6
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6
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6
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6
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6
Harvey, Nigel
6
Hecq, Alain W. J.
6
Kang, Yanfei
6
Pinson, Pierre
6
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6
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Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
Journal of econometrics
14
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10
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9
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Nonlinear time series analysis of business cycles
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Oxford statistical science series
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Suntory Toyota International Centre for Economics and Related Disciplines
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
38
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1
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:
2
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:
3
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:
4
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:
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
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
8
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:
9
Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna
;
Proietti, Tommaso
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
Saved in:
10
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
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