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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"NBER working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper series / European Central Bank"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~person:"Wijnbergen, Sweder van"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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~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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Blasques, Francisco
Florax, Raymond J. G. M.
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91
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:
92
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:
93
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:
94
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
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2012
Persistent link: https://www.econbiz.de/10009722707
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95
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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96
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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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
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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