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~isPartOf:"BIS working papers"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Francois, Joseph F."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
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Florax, Raymond J. G. M.
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Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
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42
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003428263
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43
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003428295
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44
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003428302
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45
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
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2010
Persistent link: https://www.econbiz.de/10003973299
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46
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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47
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
Persistent link: https://www.econbiz.de/10003609242
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48
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan
;
Lee, Kai Ming
-
2008
Persistent link: https://www.econbiz.de/10003706010
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49
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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50
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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2010
Persistent link: https://www.econbiz.de/10003963304
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