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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052
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Modeling and estimation of synchronization in multistate Markov-switching models
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008809882
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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
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Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan; Lee, Kai Ming - 2008
Persistent link: https://www.econbiz.de/10003706010
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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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Public housing and the value of apartment quality to households
Ommeren, Jos van; Koopman, Marnix - 2010
Persistent link: https://www.econbiz.de/10008654186
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Estimating firms' demand for agglomeration
Koster, Hans; Ommeren, Jos van; Rietveld, Piet - 2010
Persistent link: https://www.econbiz.de/10008654189
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Labour supply and commuting : implications for optimal road taxes
Gutiérrez-i-Puigarnau, Eva; Ommeren, Jos van - 2009
Persistent link: https://www.econbiz.de/10003813771
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Dynamic factor analysis in the presence of missing data
Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2009
Persistent link: https://www.econbiz.de/10003813787
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A non-linear approach with long range dependence based on Chebyshev polynomials
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - 2012
Persistent link: https://www.econbiz.de/10009529483