Similar Search Results

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

Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs

Aakvik, Arild; Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001515193

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

Business and default cycles for credit risk

Koopman, Siem Jan; Lucas, André - 2003

Persistent link: https://www.econbiz.de/10001792714

Tracking growth and the business cycle : a stochastic common cycle model for the euro area

Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003

Persistent link: https://www.econbiz.de/10001792789

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

Does trade integration imply growth in Latin America? : evidence from a dynamic spatial spillover model

Blasques, F.; Gorgi, P.; Koopman, Siem Jan; Sampi, J. - 2023

To investigate the role of intra-regional trade integration on economic growth in Latin America, we develop a multilevel spatial production network model with time-varying parameters. The theoretical model is established for a multi-country and multi-sectoral economy. The reduced-form...

Persistent link: https://www.econbiz.de/10014233425

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

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

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