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~isPartOf:"CentER dissertation series / Center for Economic Research, Tilburg University : CDS"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Kleijnen, Jack P. C.
71
Tijs, Stef
66
Borm, Peter
65
Talman, Dolf
53
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1
Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168325
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2
Exchange rates and their effects on international trade
Klaassen, Franc
-
2000
Persistent link: https://www.econbiz.de/10001496246
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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
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4
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
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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
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