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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~subject:"Nonparametric statistics"
~subject:"Overlapping generations"
~subject:"Time series analysis"
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Estimation theory
Nonparametric statistics
Overlapping generations
Time series analysis
Theorie
6
Theory
6
Schätztheorie
3
Zeitreihenanalyse
3
Bid-ask spread
1
Econometrics
1
Estimation
1
Geld-Brief-Spanne
1
Gross margin
1
Handelsspanne
1
Monte Carlo simulation
1
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Multivariate Analyse
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Multivariate analysis
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Schätzung
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State space model
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Koopman, Siem Jan
Steel, Mark F. J.
17
Werker, Bas J. M.
16
Meijdam, Lex
11
Drost, Feike C.
10
Akker, Ramon van den
9
Einmahl, John H. J.
9
Nijman, Theodore E.
9
Soest, Arthur van
9
Baltagi, Badi H.
7
Franses, Philip Hans
7
Gouriéroux, Christian
7
Kleijnen, Jack P. C.
7
Osiewalski, Jacek
7
Spanos, Aris
7
Fernández, Carmen
6
Magnus, Jan R.
6
Ullah, Aman
6
Andreou, Elena
5
Bera, Anil K.
5
Bierens, Herman J.
5
Groenendaal, Willem J. van
5
McAleer, Michael
5
Melenberg, Bertrand
5
Moors, Johannes J. A.
5
Phillips, Peter C. B.
5
Taylor, Robert
5
Verbeek, Marno
5
Verbon, Harrie
5
Čížek, Pavel
5
Granger, C. W. J.
4
Hallin, Marc
4
Heijdra, Ben J.
4
Härdle, Wolfgang
4
Kilian, Lutz
4
Lee, Myoung-jae
4
Li, Qi
4
Ligthart, Jenny E.
4
Maasoumi, Esfandiar
4
Robert, Christian P.
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Annales d'économie et de statistique
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Discussion paper / Tinbergen Institute
54
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
DNB working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of applied econometrics
2
Journal of econometrics
2
Oxford statistical science series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The econometrics journal
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Tinbergen Institute Discussion Paper
2
Advances in econometrics
1
Applied economics
1
CREATES research paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Economics letters
1
Energy economics
1
Global COE Hi-Stat discussion paper series
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-107/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-027/III
1
Tinbergen Institute Discussion Paper 15-083/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2018-026/III
1
Tinbergen Institute Discussion Paper 2021-020/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
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2
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
3
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
4
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
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