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~accessRights:"free"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"HWWA discussion paper"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~person:"Nijkamp, Peter"
~person:"Wijnbergen, Sweder van"
~subject:"Cointegration"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Unemployment"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Caporale, Guglielmo Maria
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lütkepohl, Helmut
Nijkamp, Peter
Wijnbergen, Sweder van
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7
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7
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ECONIS (ZBW)
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121
Continuous-time modelling with spatial dependence
Oud, Johannes H. L.
;
Folmer, Henk
;
Patuelli, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009720763
Saved in:
122
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
Saved in:
123
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
124
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009722696
Saved in:
125
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
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126
A forty year assessment of forecasting the boat race
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722947
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127
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10003973299
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128
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
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129
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
derived from economic
theory
or institutional constraints. Sometimes the restrictions are insufficient for identifying all …
Persistent link: https://www.econbiz.de/10003300986
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130
Structural estimation of search intensity : do non-employed workers search enough?
Gautier, Pieter
;
Moraga-González, José Luis
; …
-
2007
Persistent link: https://www.econbiz.de/10003644195
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