Similar Search Results

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

Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Sandmann, Gleb - In: Journal of econometrics 87 (1998) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001246644

Missing observations in observation-driven time series models

Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 221 (2021) 2, pp. 542-568

Persistent link: https://www.econbiz.de/10012619249

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

Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10010433402

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

Surveying business uncertainty

Altig, David; Barrero, Jose Maria; Bloom, Nicholas; … - In: Journal of econometrics 231 (2022) 1, pp. 282-303

Persistent link: https://www.econbiz.de/10013441986

Accelerating score-driven time series models

Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 212 (2019) 2, pp. 359-376

Persistent link: https://www.econbiz.de/10012304023

Have R&D spillovers changed?

Bloom, Nicholas; Van Reenen, John; Lucking, Brian - 2018

This paper revisits the results of Bloom, Schankerman, and Van Reenen (2013) examining the impact of R&D on the performance of US firms, especially through spillovers. We extend their analysis to include an additional 15 years of data through 2015, and update the measures of firms' interactions...

Persistent link: https://www.econbiz.de/10011895827

Managing trade : evidence from China and the US

Bloom, Nicholas; Manova, Kalina; Van Reenen, John; Sun, … - 2018

Persistent link: https://www.econbiz.de/10011898829

Some facts of high-tech patenting

Webb, Michael; Short, Nick; Bloom, Nicholas; Lerner, Joshua - 2018

Persistent link: https://www.econbiz.de/10011898839