//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Koopman, Siem Jan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rapacious resource depletion,...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
87
Theory
87
Time series analysis
55
Zeitreihenanalyse
55
State space model
44
Zustandsraummodell
44
Stochastic process
27
Stochastischer Prozess
27
Volatility
26
Volatilität
26
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Estimation
19
Schätzung
19
Forecasting model
18
Prognoseverfahren
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Business cycle
14
Konjunktur
14
Kalman filter
11
ARCH model
9
ARCH-Modell
9
Credit risk
9
Factor analysis
9
Faktorenanalyse
9
Kreditrisiko
9
Simulation
9
USA
9
United States
9
EU countries
7
EU-Staaten
7
Markov chain
7
Markov-Kette
7
importance sampling
7
Börsenkurs
6
Correlation
6
Korrelation
6
Multivariate Analyse
6
Multivariate Verteilung
6
more ...
less ...
Online availability
All
Free
83
Type of publication
All
Book / Working Paper
87
Type of publication (narrower categories)
All
Arbeitspapier
87
Working Paper
87
Graue Literatur
82
Non-commercial literature
82
Language
All
English
87
Author
All
Koopman, Siem Jan
Nijkamp, Peter
120
Verhoef, Erik T.
117
Zenou, Yves
85
Brink, René van den
73
Lucas, André
68
Bergh, Jeroen C. J. M. van den
64
Dijk, Herman K. van
63
Rietveld, Piet
62
Laan, Gerard van der
58
Dur, Robert A. J.
50
Gersbach, Hans
47
Saint-Paul, Gilles
45
Teulings, Coen N.
43
Janssen, Maarten C. W.
42
Perotti, Enrico C.
42
Ploeg, Frederick van der
41
Vries, Casper G. de
41
Thisse, Jacques-François
40
Francois, Joseph F.
39
Snower, Dennis J.
39
Verdier, Thierry
38
Winden, Frans A. A. M. van
38
Hommes, Cars H.
36
Groot, Henri L. F. de
35
Buiter, Willem H.
34
Houba, Harold
34
Swank, Otto H.
34
Gautier, Pieter
31
Svensson, Lars E. O.
31
Hinloopen, Jeroen
30
Acemoglu, Daron
29
Helpman, Elhanan
29
Schmitz, Patrick W.
29
Boot, Arnoud W. A.
28
Corsetti, Giancarlo
28
Schmitt-Grohé, Stephanie
28
Sonnemans, Joep
28
Venables, Anthony
28
Vives, Xavier
28
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute
Tinbergen Institute Discussion Paper
26
International journal of forecasting
8
Journal of applied econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The econometrics journal
3
DNB working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Economics letters
2
Oxford statistical science series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The review of economics and statistics
2
Advances in econometrics
1
Applied economics
1
CREATES research paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Energy economics
1
Estudos e documentos de trabalho
1
FRB of Boston Working Paper
1
Global COE Hi-Stat discussion paper series
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-061/III
1
Tinbergen Institute Discussion Paper 14-072/III
1
Tinbergen Institute Discussion Paper 14-103/III
1
Tinbergen Institute Discussion Paper 14-105/III
1
Tinbergen Institute Discussion Paper 14-107/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
2
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:
3
A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2008
Persistent link: https://www.econbiz.de/10003787160
Saved in:
4
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
Saved in:
5
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
-
2006
Persistent link: https://www.econbiz.de/10003408447
Saved in:
6
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
Persistent link: https://www.econbiz.de/10003408454
Saved in:
7
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
Saved in:
8
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
Saved in:
9
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
Persistent link: https://www.econbiz.de/10003609242
Saved in:
10
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan
;
Lee, Kai Ming
-
2008
Persistent link: https://www.econbiz.de/10003706010
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->