Similar Search Results - EconBiz

Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10008771823

Generalized dynamic panel data models with random effects for cross-section and time

Mesters, Geert; Koopman, Siem Jan - 2012

Persistent link: https://www.econbiz.de/10009722706

Forecasting in a changing world : from the great recession to the COVID-19 pandemic

Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021

We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...

Persistent link: https://www.econbiz.de/10012416341

The relevance of Hendry's econometric methodology : experimental simulation results for linear spatial models

Florax, Raymond J. G. M.; Folmer, Henk; Rey, Sergio J. - 1998

Persistent link: https://www.econbiz.de/10000168245

Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment

Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994

Persistent link: https://www.econbiz.de/10000884776

Multivariate structural time series models

Harvey, Andrew C.; Koopman, Siem Jan - 1996

Persistent link: https://www.econbiz.de/10000934066

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Gil-Alaña, Luis A.; Robinson, Peter M. - 1996

Persistent link: https://www.econbiz.de/10000952843

Messy time series : a unified approach

Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997

Persistent link: https://www.econbiz.de/10000960677

Long memory and level shifts : re-analyzing inflation rates

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998

Persistent link: https://www.econbiz.de/10000984706

Econometric mixture models and more general models for unobservables in duration analysis

Heckman, James J.; Taber, Christopher - 1994

Persistent link: https://www.econbiz.de/10000913801

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