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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"fin"
~person:"Koopman, Siem Jan"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Euro area"
~subject:"Portfolio selection"
~subject:"Volatilität"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Capital income
Estimation
Euro area
Portfolio selection
Volatilität
World
State space model
6
Zustandsraummodell
6
Theorie
4
Theory
4
Time series analysis
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Estimation theory
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Factor analysis
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Finnish
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Koopman, Siem Jan
Chang, Tsangyao
35
Su, Chi-Wei
16
Apergēs, Nikolaos
13
Gil-Alaña, Luis A.
12
Afonso, António
11
Bahmani-Oskooee, Mohsen
10
Gupta, Rangan
10
Schaub, Mark
10
Sosvilla-Rivero, Simón
10
Hamori, Shigeyuki
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Huang, Ho-chuan
8
Sousa, Ricardo M.
8
Caporale, Guglielmo Maria
7
Jalles, João Tovar
7
Lee, Chia-hao
7
Lucas, André
7
Lucey, Brian M.
7
Pierdzioch, Christian
7
Chong, Terence Tai-Leung
6
Grobys, Klaus
6
Haan, Jakob de
6
Haley, M. Ryan
6
Jawadi, Fredj
6
Liu, Wen-chi
6
Narayan, Paresh Kumar
6
Tiwari, Aviral Kumar
6
Wagner, Joachim
6
Arize, Augustine Chuck
5
Basdekidou, Vasiliki A.
5
Cebula, Richard J.
5
Herzer, Dierk
5
Hsing, Yu
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Nyumuah, Felix S.
5
Ryu, Doojin
5
Su, Liangjun
5
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Applied economics letters
International journal of economics and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
6
Journal of econometrics
5
Journal of applied econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric reviews
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Economics letters
1
Journal of financial econometrics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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1
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
2
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
3
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
4
State space models with a common stochastic variance
Koopman, Siem Jan
;
Bos, Charles S.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10002135515
Saved in:
5
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
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