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~isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~subject:"Comparison"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Vereinigte Staaten"
~subject:"Wirkungsanalyse"
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Koopman, Siem Jan
Marcellino, Massimiliano
4
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Journal of applied econometrics
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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
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2
The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
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