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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Dijk, Herman K. van"
~person:"Dées, Stéphane"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Hommes, Cars H."
~person:"Koopman, Siem Jan"
~subject:"Bounded rationality"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Dijk, Herman K. van
Dées, Stéphane
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Hommes, Cars H.
Koopman, Siem Jan
Lucas, André
50
Caporale, Guglielmo Maria
22
McAleer, Michael
21
Blasques, Francisco
17
Bos, Charles S.
16
Groot, Henri L. F. de
15
Dijk, Dick van
14
Schwaab, Bernd
14
Diks, Cees G. H.
13
Teulings, Coen N.
13
Nijkamp, Peter
12
Vries, Casper G. de
11
Hoogerheide, Lennart
10
Giannone, Domenico
9
Ravazzolo, Francesco
9
Paap, Richard
8
Amisano, Gianni
7
Ooms, Marius
7
Wijnbergen, Sweder van
7
Zhang, Xin
7
Bańbura, Marta
6
Creal, Drew
6
Gooijer, Jan G. de
6
Grassi, Stefano
6
Lenza, Michele
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Verhoef, Erik T.
6
Allen, David E.
5
Busse, Matthias
5
Butter, Frank A. G. den
5
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5
Chang, Chia-Lin
5
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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:
92
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:
93
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:
94
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:
95
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:
96
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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97
A forty year assessment of forecasting the boat race
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722947
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98
Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
-
2012
Persistent link: https://www.econbiz.de/10009722969
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99
Censored posterior and predictive likelihood in Bayesian left-tail prediction for accurate value at risk estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
2013
Persistent link: https://www.econbiz.de/10009756308
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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