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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Koopman, Siem Jan"
~person:"Nijman, Theodore E."
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
~type_genre:"Graue Literatur"
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Estimation theory
Schätztheorie
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Zeitreihenanalyse
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Koopman, Siem Jan
Nijman, Theodore E.
Werker, Bas J. M.
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
NBP working paper
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
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2
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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3
Incomplete panels and selection bias : a survey
Verbeek, Marno
;
Nijman, Theodore E.
-
1992
Persistent link: https://www.econbiz.de/10000834351
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