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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"
~subject:"Autocorrelation"
~subject:"EU-Staaten"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Koopman, Siem Jan
Franses, Philip Hans
20
Hyndman, Rob J.
18
Marcellino, Massimiliano
15
Camacho, Maximo
13
Makridakis, Spyros G.
12
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10
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10
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9
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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
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
Pinson, Pierre
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6
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6
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6
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5
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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102
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7
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4
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4
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3
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
9
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
Saved in:
10
Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Koopman, Siem Jan
;
Wong, Soon Yip
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10009233911
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