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~isPartOf:"Journal of economic dynamics & control"
~person:"Koopman, Siem Jan"
~subject:"Factor analysis"
~subject:"State space model"
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Zustandsraummodell
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Maximum likelihood estimation
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Koopman, Siem Jan
Aguiar-Conraria, Luís
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Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
68
Tinbergen Institute Discussion Paper
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Tinbergen Institute Discussion Papers
5
Journal of applied econometrics
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The econometrics journal
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DNB working paper
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Oxford statistical science series
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
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ECB Working Paper
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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Oxford bulletin of economics and statistics
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Practical econometrics
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State space and unobserved component models : theory and applications
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Suntory Toyota International Centre for Economics and Related Disciplines
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 10-104/DSF 2
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Tinbergen Institute Discussion Paper 2021-020/III
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Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
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2
Computing observation weights for signal extraction and filtering
Koopman, Siem Jan
;
Harvey, Andrew C.
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
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