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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Koopman, Siem Jan"
~person:"Sekhposyan, Tatevik"
~source:"econis"
~subject:"Economic forecast"
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Economic forecast
Forecasting model
7
Prognoseverfahren
7
Estimation theory
4
Schätztheorie
4
Forecast evaluation
3
Statistical distribution
3
Statistische Verteilung
3
Factor analysis
2
Faktorenanalyse
2
Kalman filter
2
Predictive density
2
State space model
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Statistical test
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Time series analysis
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Wirtschaftsprognose
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Zeitreihenanalyse
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Zustandsraummodell
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Asymptotic theory
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Bayes-Statistik
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Bayesian inference
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Bootstrap approach
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Bootstrap-Verfahren
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Censored likelihood
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Censored posterior
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Climate econometrics
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Cramér–von Mises test
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Density forecasting
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Dynamic mis-specification
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Dynamic models
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Dynamische Wirtschaftstheorie
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Economic dynamics
1
Expected Shortfall
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Factor models
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Importance sampling
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Instability
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Koopman, Siem Jan
Sekhposyan, Tatevik
Timmermann, Allan
5
Schorfheide, Frank
3
Issler, João Victor
2
Rossi, Barbara
2
Wright, Jonathan H.
2
Zhu, Yinchu
2
Antle, John M.
1
Arbués, Ignacio
1
Boot, Tom
1
Castle, Jennifer
1
Chudik, Alexander
1
DeJong, David Neil
1
Del Negro, Marco
1
Diebold, Francis X.
1
Dijk, Herman K. van
1
Faust, Jon
1
Fawcett, Nicholas W. P.
1
Galvão, Ana Beatriz C.
1
Grossman, Valerie
1
Hasegawa, Raiden B.
1
Hendry, David F.
1
Herbst, Edward P.
1
Hirano, Keisuke
1
Huber, Florian
1
Ingram, Beth Fisher
1
Inoue, Atsushi
1
Kim, Hyun Hak
1
Koop, Gary
1
Li, Mengheng
1
Lima, Luiz Renato
1
Linton, Oliver
1
Lit, Rutger
1
Lu, Jin
1
McAlinn, Kenichiro
1
Nibbering, Didier
1
Onorante, Luca
1
Pesaran, M. Hashem
1
Petrova, Desislava
1
Pettenuzzo, Davide
1
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Journal of econometrics
International journal of forecasting
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Barcelona GSE working paper series : working paper
3
ERID working paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Banco de Espana Working Paper
1
Bank of Finland Research Discussion Paper
1
Bank of Finland Research Discussion Papers (2018)
1
CREATES research paper
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Documentos de trabajo / Banco de España
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
FRB St. Louis Working Paper
1
ISBN 978-952-323-248-8
1
Journal of applied econometrics
1
The American economic review
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 14-061/III
1
Tinbergen Institute Discussion Paper 14-113/III
1
Tinbergen Institute Discussion Paper 2018-026/III
1
Tinbergen Institute Discussion Paper 2021-006/III
1
Working papers / Duke University, Department of Economics
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ECONIS (ZBW)
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
2
Understanding models' forecasting performance
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 158-172
Persistent link: https://www.econbiz.de/10009270391
Saved in:
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