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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of applied econometrics"
~person:"Belzil, Christian"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~subject:"Schätzung"
~subject:"Theory"
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Belzil, Christian
Koopman, Siem Jan
Lütkepohl, Helmut
Pesaran, M. Hashem
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
2
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
3
Structural estimates of the intergenerational education correlation
Belzil, Christian
;
Hansen, Jörgen
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001843506
Saved in:
4
Unemployment insurance and subsequent job duration : job matching versus unobserved heterogeneity
Belzil, Christian
- In:
Journal of applied econometrics
16
(
2001
)
5
,
pp. 619-636
Persistent link: https://www.econbiz.de/10001619280
Saved in:
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