//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of applied econometrics"
~language:"bos"
~language:"eng"
~person:"Koopman, Siem Jan"
~person:"Tsionas, Efthymios G."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
USA
5
United States
5
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
State space model
3
Technical efficiency
3
Technische Effizienz
3
Time series analysis
3
Zeitreihenanalyse
3
Zustandsraummodell
3
Bankgeschäft
2
Banking services
2
Business cycle
2
Credit risk
2
Forecasting model
2
Konjunktur
2
Kreditrisiko
2
Prognoseverfahren
2
Yield curve
2
Zinsstruktur
2
1970-2001
1
1970-2009
1
1989-2000
1
2001-2010
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bank
1
Börsenkurs
1
CAPM
1
Cost function
1
Country risk
1
Deutschland
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Language
All
Bosnian
English
Author
All
Koopman, Siem Jan
Tsionas, Efthymios G.
Marcellino, Massimiliano
16
Pesaran, M. Hashem
16
Baltagi, Badi H.
13
Franses, Philip Hans
13
Koop, Gary
11
Kumbhakar, Subal
10
MacKinnon, James G.
10
Clark, Todd E.
9
Clements, Michael P.
9
Kapetanios, George
9
Kilian, Lutz
8
Tobias, Justin L.
8
Canova, Fabio
7
Dijk, Dick van
7
Dijk, Herman K. van
7
Galvão, Ana Beatriz C.
7
Hsiao, Cheng
7
Lucas, André
7
Paap, Richard
7
Pagan, Adrian R.
7
Phillips, Peter C. B.
7
Sola, Martin
7
Bai, Jushan
6
Carriero, Andrea
6
Hall, Stephen G.
6
Henderson, Daniel J.
6
Osborn, Denise R.
6
Papageorgiou, Chris
6
Psaradakis, Zacharias G.
6
Pudney, Stephen E.
6
Durlauf, Steven N.
5
Fanelli, Luca
5
Horrace, William C.
5
Ivaldi, Marc
5
Jones, Andrew M.
5
Lahiri, Kajal
5
Lanne, Markku
5
Laurent, Sébastien
5
Lee, Lung-fei
5
more ...
less ...
Published in...
All
Journal of applied econometrics
European journal of operational research : EJOR
40
Journal of econometrics
29
International journal of forecasting
15
Tourism management : research, policies, practice
14
Economic modelling
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of banking & finance
10
International journal of hospitality management
9
International journal of production economics
9
Econometric reviews
7
Oxford bulletin of economics and statistics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Energy economics
6
Journal of economic dynamics & control
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
6
Applied economics
5
Journal of empirical finance
5
Regional studies
5
Computational economics
4
International journal of finance & economics : IJFE
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
The econometrics journal
4
Applied economics letters
3
Journal of financial stability
3
Journal of productivity analysis
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
Journal of risk and financial management : JRFM
3
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
3
Omega : the international journal of management science
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of economics and statistics
3
Applied financial economics
2
Econometrics : open access journal
2
Empirica : journal of european economics
2
European economic review : EER
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
A cost system approach to the stochastic directional technology distance function with undesirable outputs : the case of US banks in 2001-2010
Malikov, Emir
;
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1407-1429
Persistent link: https://www.econbiz.de/10011687551
Saved in:
4
Firm heterogeneity, persistent and transient technical inefficiency : a generalized true random-effects model
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 110-132
Persistent link: https://www.econbiz.de/10010414244
Saved in:
5
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
6
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
7
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
8
Stochastic error specification in primal and dual production systems
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 270-297
Persistent link: https://www.econbiz.de/10008936906
Saved in:
9
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
10
Inference in dynamic stochastic frontier models
Tsionas, Efthymios G.
- In:
Journal of applied econometrics
21
(
2006
)
5
,
pp. 669-676
Persistent link: https://www.econbiz.de/10003360467
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->