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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper series / UCL Economics"
~language:"eng"
~person:"Bork, Lasse"
~person:"Caner, Mehmet"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Bork, Lasse
Caner, Mehmet
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Kleijnen, Jack P. C.
71
Tijs, Stef
66
Borm, Peter
64
Talman, Dolf
53
Brânzei, Rodica
36
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31
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31
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31
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26
Herings, Peter Jean-Jacques
26
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23
Hendrickx, Ruud L. P.
23
Laan, Gerard van der
23
Werker, Bas J. M.
23
Engwerda, Jacob Christiaan
22
Soest, Arthur van
22
Yang, Zaifu
22
Damme, Eric E. C. van
21
Steel, Mark F. J.
19
Norde, Henk
18
Bovenberg, Ary Lans
17
Melenberg, Bertrand
17
Nijman, Theodore E.
17
Podolskij, Mark
17
Eijffinger, Sylvester C. W.
15
Einmahl, John H. J.
15
Huizinga, Harry
15
Meijdam, Lex
15
Potters, Jan
15
Reijnierse, Hans
15
Gilles, Robert Paul
14
Magnus, Jan R.
14
Moors, Johannes J. A.
14
Raa, Thijs ten
14
Schaling, Eric
14
Slikker, Marco
14
Voorneveld, Mark
14
Brink, René van den
13
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13
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13
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper series / UCL Economics
Discussion paper / Tinbergen Institute
92
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper series / IZA
39
CESifo working papers
23
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20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
13
UCD Geary Institute discussion paper series
9
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8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Technical working paper / National Bureau of Economic Research
7
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5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
EUI working paper / ECO
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
Discussion papers / The Centre for International Macroeconomics
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
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ECONIS (ZBW)
14
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Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168325
Saved in:
2
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002520119
Saved in:
3
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
4
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
Saved in:
5
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
6
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1998
Persistent link: https://www.econbiz.de/10000984963
Saved in:
7
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
8
On the independence and identical distribution of points in tennis
Klaassen, Franc
;
Magnus, Jan R.
-
1998
Persistent link: https://www.econbiz.de/10000986452
Saved in:
9
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
10
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
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