//--> //--> //--> //-->
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 / Tinbergen Institute"
~isPartOf:"Economic modelling"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~person:"Koopman, Siem Jan"
~subject:"Bayes-Statistik"
~subject:"Theory"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Theory
Theorie
91
Time series analysis
57
Zeitreihenanalyse
57
State space model
45
Zustandsraummodell
45
Stochastic process
27
Stochastischer Prozess
27
Volatility
27
Volatilität
27
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Estimation
20
Schätzung
20
Forecasting model
18
Prognoseverfahren
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Business cycle
16
Konjunktur
16
Kalman filter
11
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Credit risk
9
Factor analysis
9
Faktorenanalyse
9
Kreditrisiko
9
Simulation
9
Correlation
8
EU countries
8
EU-Staaten
8
Korrelation
8
Markov chain
8
Markov-Kette
8
importance sampling
7
Börsenkurs
6
Multivariate Analyse
6
Multivariate Verteilung
6
more ...
less ...
Online availability
All
Free
83
Undetermined
1
Type of publication
All
Book / Working Paper
87
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
87
Working Paper
87
Graue Literatur
82
Non-commercial literature
82
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
91
Author
All
Koopman, Siem Jan
Nijkamp, Peter
119
Verhoef, Erik T.
116
Razin, Assaf
75
Lucas, André
74
Brink, René van den
70
Dijk, Herman K. van
70
Acemoglu, Daron
68
Aizenman, Joshua
68
Rietveld, Piet
63
Bergh, Jeroen C. J. M. van den
62
Stiglitz, Joseph E.
60
Laan, Gerard van der
52
Woodford, Michael
52
Heckman, James J.
51
Dur, Robert A. J.
50
Svensson, Lars E. O.
49
Buiter, Willem H.
48
McCallum, Bennett T.
46
Fullerton, Don
45
Kaplow, Louis
44
Shavell, Steven
43
Feldstein, Martin S.
41
Vries, Casper G. de
41
Janssen, Maarten C. W.
40
Sadka, Efraim
40
Glaeser, Edward L.
39
Auerbach, Alan J.
38
Phillips, Peter C. B.
37
Shleifer, Andrei
37
Engel, Charles M.
36
Helpman, Elhanan
36
Hommes, Cars H.
36
Kotlikoff, Laurence J.
36
Obstfeld, Maurice
36
Staiger, Robert W.
36
Caballero, Ricardo J.
35
Diebold, Francis X.
35
Swank, Otto H.
34
Alesina, Alberto F.
33
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Economic modelling
Federal Reserve Bank of Cleveland working paper series
Journal of econometrics
NBER Working Paper
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
Tinbergen Institute Discussion Paper
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)
91
Showing
1
-
10
of
91
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
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->