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~isPartOf:"BIS working papers"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"UCD Geary Institute discussion paper series"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ravazzolo, Francesco
Lucas, André
59
Dijk, Herman K. van
43
McAleer, Michael
32
Nijkamp, Peter
28
Groot, Henri L. F. de
25
Borio, Claudio E. V.
21
Hommes, Cars H.
20
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19
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Stracca, Livio
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Podolskij, Mark
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Schwaab, Bernd
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Diks, Cees G. H.
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Hoogerheide, Lennart
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Perotti, Enrico C.
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Teulings, Coen N.
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Wijnbergen, Sweder van
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Bergh, Jeroen C. J. M. van den
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Dées, Stéphane
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Grassi, Stefano
12
Michaelowa, Axel
12
Vries, Casper G. de
12
Georgiadis, Georgios
11
Paap, Richard
11
Schmitz, Martin
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Chang, Chia-Lin
10
Fratzscher, Marcel
10
Habib, Maurizio Michael
10
Mehl, Arnaud
10
Ooms, Marius
10
Giannone, Domenico
9
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9
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91
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:
92
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:
93
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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94
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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95
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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96
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
Saved in:
97
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.
;
Florax, Raymond J. G. M.
;
Groot, Henri …
-
2007
Persistent link: https://www.econbiz.de/10003644178
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98
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
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99
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
-
2008
Persistent link: https://www.econbiz.de/10003645204
Saved in:
100
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
Vos, Aart F. de
-
2008
Persistent link: https://www.econbiz.de/10003706020
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