E-LIB Suche - Ergebnisse für: Koopman, Siem Jan

1

Vector autoregressions with dynamic factor coefficients and..:

Gorgi, Paolo ; Koopman, Siem Jan ; Schaumburg, Julia
Journal of Econometrics. , 2024

Link: https://doi.org/10.1016/..

2

Maximum Likelihood Estimation for Non-Stationary Location M..:

Blasques, Francisco ; van Brummelen, Janneke ; Gorgi, Paolo.
Journal of Econometrics. 238 (2024) 1 - p. 105575 , 2024

Link: https://doi.org/10.1016/..

3

Common and idiosyncratic conditional volatility: Theory and..:

Blasques, Francisco ; D'Innocenzo, Enzo ; Koopman, Siem Jan
Econometric Reviews. , 2024

Link: https://doi.org/10.1080/..

4

Observation-driven filtering of time-varying parameters usi..:

Creal, Drew ; Koopman, Siem Jan ; Lucas, André.
Journal of Econometrics. 238 (2024) 2 - p. 105635 , 2024

Link: https://doi.org/10.1016/..

5

On the evidence of a trend in the CO2 airborne fraction:

Bennedsen, Mikkel ; Hillebrand, Eric ; Koopman, Siem Jan
Nature. 616 (2023) 7956 - p. E1-E3 , 2023

Link: https://doi.org/10.1038/..

6

A multivariate dynamic statistical model of the global carb..:

Bennedsen, Mikkel ; Hillebrand, Eric ; Koopman, Siem Jan
Journal of the Royal Statistical Society Series A: Statistics in Society. 186 (2023) 1 - p. 20-42 , 2023

Link: https://doi.org/10.1093/..

7

Using rapid damage observations for Bayesian updating of hu..:

de Bruijn, Jens A. ; Daniell, James E. ; Pomonis, Antonios...
International Journal of Disaster Risk Reduction. 72 (2022) - p. 102839 , 2022

Link: https://doi.org/10.1016/..

8

Maximum likelihood estimation for score-driven models:

Blasques, Francisco ; van Brummelen, Janneke ; Koopman, Siem Jan.
Journal of Econometrics. 227 (2022) 2 - p. 325-346 , 2022

Link: https://doi.org/10.1016/..

9

A time-varying parameter model for local explosions:

Blasques, Francisco ; Koopman, Siem Jan ; Nientker, Marc
Journal of Econometrics. 227 (2022) 1 - p. 65-84 , 2022

Link: https://doi.org/10.1016/..

10

Joint Decomposition of Business and Financial Cycles: Evide..:

Winter, Jasper de ; Koopman, Siem Jan ; Hindrayanto, Irma
Oxford Bulletin of Economics and Statistics. 84 (2021) 1 - p. 57-79 , 2021

Link: https://doi.org/10.1111/..

11

Modeling, forecasting, and nowcasting U.S. CO2 emissions us..:

Bennedsen, Mikkel ; Hillebrand, Eric ; Koopman, Siem Jan
Energy Economics. 96 (2021) - p. 105118 , 2021

Link: https://doi.org/10.1016/..

12

Unobserved components with stochastic volatility: Simulatio..:

Li, Mengheng ; Koopman, Siem Jan
Journal of Applied Econometrics. 36 (2021) 5 - p. 614-627 , 2021

Link: https://doi.org/10.1002/..

13

Dynamic factor models with clustered loadings: Forecasting ..:

Blasques, Francisco ; Hoogerkamp, Meindert Heres ; Koopman, Siem Jan.
International Journal of Forecasting. 37 (2021) 4 - p. 1426-1441 , 2021

Link: https://doi.org/10.1016/..

14

Partially censored posterior for robust and efficient risk ..:

Borowska, Agnieszka ; Hoogerheide, Lennart ; Koopman, Siem Jan.
Journal of Econometrics. 217 (2020) 2 - p. 335-355 , 2020

Link: https://doi.org/10.1016/..

15

Multiyear Statistical Prediction of ENSO Enhanced by the Tr..:

Petrova, Desislava ; Ballester, Joan ; Koopman, Siem Jan.
Journal of Climate. 33 (2020) 1 - p. 163-174 , 2020

Link: https://www.jstor.org/st..