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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:"Working paper series / European Central Bank"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Giannone, Domenico"
~person:"Gil-Alaña, Luis A."
~person:"Gooijer, Jan G. de"
~person:"Heckman, James J."
~person:"Hoogerheide, Lennart"
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~subject:"Monte-Carlo-Simulation"
~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.
Giannone, Domenico
Gil-Alaña, Luis A.
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Heckman, James J.
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Koopman, Siem Jan
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722706
Saved in:
2
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
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3
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
-
2005
Persistent link: https://www.econbiz.de/10002983309
Saved in:
4
Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de
;
Yuan, Ao
-
2010
Persistent link: https://www.econbiz.de/10003974011
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5
Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Basturk, Nalan
; …
-
2012
Persistent link: https://www.econbiz.de/10010191002
Saved in:
6
Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
-
2013
Persistent link: https://www.econbiz.de/10010191411
Saved in:
7
Instrumental variables, errors in variables, and simultaneous equations models : applicability and limitations of direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Basturk, Nalan
; …
-
2011
Persistent link: https://www.econbiz.de/10009720744
Saved in:
8
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:
9
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:
10
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
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