Narrow search
Showing 1 - 10 of 19
Cover Image
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
Cover Image
Intermediate goods and business cycles : implications for productivity and welfare
Basu, Susanto - 1994
Persistent link: https://www.econbiz.de/10000912807
Cover Image
Aggregate productivity and the productivity of aggregates
Basu, Susanto; Fernald, John G. - 1995
Persistent link: https://www.econbiz.de/10000931932
Cover Image
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
Cover Image
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1998
Persistent link: https://www.econbiz.de/10000984963
Cover Image
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
Cover Image
Cyclical productivity with unobserved input variation
Basu, Susanto; Kimball, Miles S. - 1997
Persistent link: https://www.econbiz.de/10000619988
Cover Image
Signal extraction and the formulation of unobserved components models
Harvey, Andrew; Koopman, Siem Jan - 1999
Persistent link: https://www.econbiz.de/10001377167
Cover Image
Business cycles in international historical perspective
Basu, Susanto; Taylor, Alan M. - 1999
Persistent link: https://www.econbiz.de/10001379998
Cover Image
Endogenous volatility at the zero lower bound : implications for stabilization policy
Basu, Susanto; Bundick, Brent - 2015
Persistent link: https://www.econbiz.de/10011430681