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ECONIS (ZBW)
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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
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:
4
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003851230
Saved in:
5
The cross-entopy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar
;
Ridder, Ad
-
2009
Persistent link: https://www.econbiz.de/10003888073
Saved in:
6
Examing the Nelson-Siegel class of term structure models : in-sample fit versus out-of-sample forecasting performance
Pooter, Michiel de
-
2007
Persistent link: https://www.econbiz.de/10003482682
Saved in:
7
Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model
Koopman, Siem Jan
;
Lucas, André
;
Ooms, Marius
; …
-
2007
Persistent link: https://www.econbiz.de/10003482698
Saved in:
8
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2010
Persistent link: https://www.econbiz.de/10003973286
Saved in:
9
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:
10
Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A. D.
;
Koopman, Siem Jan
; …
-
2010
Persistent link: https://www.econbiz.de/10003973301
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