//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
In-sample bounds for time-vary...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Time series analysis
65
Zeitreihenanalyse
65
State space model
32
Zustandsraummodell
32
Forecasting model
31
Prognoseverfahren
31
Estimation
30
Estimation theory
30
Schätztheorie
30
Schätzung
30
USA
24
United States
24
Volatility
22
Volatilität
22
Credit risk
16
Kalman filter
16
Kreditrisiko
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Portfolio selection
16
Portfolio-Management
16
Stochastic process
14
Stochastischer Prozess
14
Monte Carlo simulation
13
Factor analysis
12
Faktorenanalyse
12
Monte-Carlo-Simulation
12
ARCH model
11
ARCH-Modell
11
Business cycle
10
EU countries
10
EU-Staaten
10
Konjunktur
10
Statistical distribution
10
Statistische Verteilung
10
Capital income
9
Correlation
9
Kapitaleinkommen
9
more ...
less ...
Online availability
All
Undetermined
109
Free
10
Type of publication
All
Article
Book / Working Paper
868
Type of publication (narrower categories)
All
Article in journal
139
Aufsatz in Zeitschrift
139
Aufsatz im Buch
12
Book section
12
research-article
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
160
Undetermined
142
German
1
Dutch
1
Author
All
Koopman, Siem Jan
184
Lucas, André
137
Ooms, Marius
20
Schwaab, Bernd
20
Blasques, Francisco
18
Creal, Drew
17
Jungbacker, Borus
12
Lucas, A.
12
Hindrayanto, Irma
11
Franses, Philip Hans
10
Klaassen, Pieter
10
Kräussl, Roman
9
Opschoor, Anne
8
Dijk, Dick van
7
Łasak, Katarzyna
7
Banachewicz, Konrad
6
Harvey, Andrew C.
6
Schaumburg, Julia
6
Wel, Michel van der
6
Bos, Charles S.
5
Bräuning, Falk
5
Harvey, Andrew
5
Janus, Paweł
5
Koopman, S. J.
5
Lee, Kai Ming
5
Lit, Rutger
5
Zhang, Xin
5
Gorgi, P.
4
Luginbuhl, Rob
4
Peeters, B.
4
Scharth, Marcel
4
Shephard, Neil
4
Sheremet, Oleg
4
Siegmann, Arjen
4
Spreij, Peter
4
Straetmans, Stefan
4
Zivot, Eric
4
Aston, John A.D.
3
Barra, István
3
Hol Uspensky, Eugenie
3
more ...
less ...
Published in...
All
Journal of econometrics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of applied econometrics
18
International journal of forecasting
17
Journal of Business & Economic Statistics
10
Journal of banking & finance
10
Journal of Applied Econometrics
9
Journal of empirical finance
9
Econometric reviews
7
Oxford bulletin of economics and statistics
6
Applied mathematical finance
5
Computational Statistics & Data Analysis
5
Economics letters
5
Journal of Econometrics
5
Journal of forecasting
5
The econometrics journal
5
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of the American Statistical Association : JASA
4
Oxford Bulletin of Economics and Statistics
4
Econometric theory
3
Econometrics Journal
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
3
Insurance / Mathematics & economics
3
International Journal of Forecasting
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of Empirical Finance
3
Journal of Forecasting
3
Journal of Time Series Analysis
3
Journal of financial econometrics
3
Statistica Neerlandica
3
Studies in Nonlinear Dynamics & Econometrics
3
The review of economics and statistics
3
Applied economics
2
Applied financial economics
2
Econometric Theory
2
Enometrica : review of the Vineyard Data Quantification Society and the European Association of Wine Economists
2
Journal of Financial Econometrics
2
Journal of business finance & accounting : JBFA
2
Journal of financial and quantitative analysis : JFQA
2
more ...
less ...
Source
All
ECONIS (ZBW)
153
RePEc
76
OLC EcoSci
67
Other ZBW resources
6
BASE
2
Showing
1
-
10
of
304
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
3
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
4
Rejoinder to the discussion "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. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
5
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
8
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Saved in:
9
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
10
Modeling around-the-clock price discovery for cross-listed stocks using state space methods
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 213-225
Persistent link: https://www.econbiz.de/10003463648
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->