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~isPartOf:"BIS working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
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~isPartOf:"HWWA discussion paper"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"Working paper / Norges Bank"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Francois, Joseph F."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Hommes, Cars H."
~person:"Koopman, Siem Jan"
~person:"Pozzi, Lorenzo"
~person:"Ravazzolo, Francesco"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Monte Carlo simulation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistical distribution"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Florax, Raymond J. G. M.
Francois, Joseph F.
Gil-Alaña, Luis A.
Heckman, James J.
Hommes, Cars H.
Koopman, Siem Jan
Pozzi, Lorenzo
Ravazzolo, Francesco
Lucas, André
52
Dijk, Herman K. van
49
McAleer, Michael
32
Nijkamp, Peter
28
Caporale, Guglielmo Maria
27
Groot, Henri L. F. de
25
Hoogerheide, Lennart
23
Borio, Claudio E. V.
21
Vries, Casper G. de
18
Blasques, Francisco
17
Dijk, Dick van
17
Bos, Charles S.
16
Marrewijk, Charles van
13
Perotti, Enrico C.
13
Teulings, Coen N.
13
Wijnbergen, Sweder van
13
Bergh, Jeroen C. J. M. van den
12
Michaelowa, Axel
12
Basturk, Nalan
11
Chang, Chia-Lin
10
Diks, Cees G. H.
10
Grassi, Stefano
10
Hinloopen, Jeroen
10
Opschoor, Anne
10
Davis, E. Philip
9
Gooijer, Jan G. de
9
Barrell, Ray
8
Butter, Frank A. G. den
8
Casarin, Roberto
8
Dutschke, Michael
8
Franses, Philip Hans
8
Paap, Richard
8
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The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
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92
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
93
The time-varying volatility of earnings and aggregate precautionary savings
Pozzi, Lorenzo
-
2011
Persistent link: https://www.econbiz.de/10009720736
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94
Backtesting value-at-risk using forecasts for multiple horizons, a comment on the forecast rationality tests of A. J. Patton A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
Dijk, …
-
2011
Persistent link: https://www.econbiz.de/10009720750
Saved in:
95
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
Saved in:
96
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
97
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009722696
Saved in:
98
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
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99
A forty year assessment of forecasting the boat race
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722947
Saved in:
100
Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009756320
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