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~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:"UCD Geary Institute discussion paper series"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"ZEW discussion papers"
~language:"eng"
~person:"Bańbura, Marta"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Grassi, Stefano"
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Bańbura, Marta
Blasques, Francisco
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Grassi, Stefano
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Scharth, Marcel
Lucas, André
50
Dijk, Herman K. van
34
McAleer, Michael
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Bos, Charles S.
15
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15
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15
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15
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14
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14
Vries, Casper G. de
12
Hüschelrath, Kai
11
Ravazzolo, Francesco
9
Teulings, Coen N.
9
Wijnbergen, Sweder van
9
Diks, Cees G. H.
8
Giannone, Domenico
8
Gooijer, Jan G. de
8
Paap, Richard
8
Mooij, Ruud A. de
7
Zhang, Xin
7
Amisano, Gianni
6
Chang, Chia-Lin
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Creal, Drew
6
Kaiser, Ulrich
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Klaassen, Franc
6
Monteiro, André Antonio
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Allen, David E.
5
Busse, Matthias
5
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81
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
82
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:
83
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:
84
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:
85
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
Saved in:
86
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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87
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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88
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
89
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:
90
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
Vos, Aart F. de
-
2008
Persistent link: https://www.econbiz.de/10003706020
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