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~person:"Kock, Anders Bredahl"
~person:"Koopman, Siem Jan"
~subject:"Prognoseverfahren"
~type:"article"
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Search: subject:"Schätztheorie"
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Prognoseverfahren
Estimation theory
24
Schätztheorie
24
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8
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6
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6
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Kock, Anders Bredahl
Koopman, Siem Jan
Kumar, Dilip
10
Swanson, Norman R.
10
Cai, Zongwu
7
McCracken, Michael W.
7
Shang, Han Lin
7
Corradi, Valentina
6
Demetrescu, Matei
6
Kapetanios, George
6
Taylor, James W.
6
Teräsvirta, Timo
6
Zhang, Xinyu
6
Baltagi, Badi H.
5
Clements, Michael P.
5
Fosten, Jack
5
Hendry, David F.
5
Koop, Gary
5
Lahiri, Kajal
5
Lee, Ji Hyung
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Tu, Yundong
5
Ullah, Aman
5
West, Kenneth D.
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clark, Todd E.
4
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4
Harvey, David I.
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Lee, Tae-hwy
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Nolte, Ingmar
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Phillips, Peter C. B.
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Sekhposyan, Tatevik
4
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4
Taylor, Robert
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International journal of forecasting
3
Econometric reviews
2
Journal of econometrics
2
Essays in nonlinear time series econometrics
1
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ECONIS (ZBW)
8
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
2
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:
3
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
4
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
5
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
6
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
Saved in:
7
Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
Saved in:
8
Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Callot, Laurent A. F.
;
Kock, Anders Bredahl
- In:
Essays in nonlinear time series econometrics
,
(pp. 238-266)
.
2014
Persistent link: https://www.econbiz.de/10010385848
Saved in:
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