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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~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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Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Marcellino, Massimiliano
Kleijnen, Jack P. C.
20
Einmahl, John H. J.
10
Steel, Mark F. J.
10
Werker, Bas J. M.
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Soest, Arthur van
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Strijbosch, L. W. G.
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Beers, Wim C. M. van
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Härdle, Wolfgang
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Linton, Oliver
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Čížek, Pavel
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Croux, Christophe
3
Danilov, Dmitry L.
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Durbin, James
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Gürkan, Gül
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2
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper series / LSE Financial Markets Group
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66
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23
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17
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
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:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
6
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
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