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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:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Autocorrelation
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Estimation theory
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Time series analysis
24
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24
Theorie
16
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Aufsatz in Zeitschrift
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22
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22
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Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Hyndman, Rob J.
18
Franses, Philip Hans
11
Makridakis, Spyros G.
11
Assimakopoulos, V.
9
Spiliotis, Evangelos
9
Athanasopoulos, George
8
Dijk, Dick van
7
Shang, Han Lin
7
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6
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6
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6
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6
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6
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6
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6
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6
Peña, Daniel
6
Snyder, Ralph D.
6
Teräsvirta, Timo
6
Brooks, Chris
5
Gil-Alaña, Luis A.
5
Gooijer, Jan G. de
5
Griggs, Kenneth
5
Guerrero, Víctor M.
5
Harvey, Nigel
5
Kang, Yanfei
5
Koop, Gary
5
Kourentzes, Nikolaos
5
Kunst, Robert M.
5
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5
Marcellino, Massimiliano
5
Panagiotelis, Anastasios
5
Rua, António
5
Thomakos, Dimitrios D.
5
Bergmeir, Christoph
4
Camacho, Maximo
4
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4
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Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
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7
Econometric reviews
5
Oxford bulletin of economics and statistics
4
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3
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3
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ECONIS (ZBW)
22
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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
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:
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
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