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Discussion paper / Tinbergen Institute
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21
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ECONIS (ZBW)
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1
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:
2
Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
-
1997
Persistent link: https://www.econbiz.de/10000961559
Saved in:
3
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
Saved in:
4
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
5
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:
6
The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
-
2008
Persistent link: https://www.econbiz.de/10003739126
Saved in:
7
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:
8
Periodic seasonal Reg-AFRIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
-
2005
Persistent link: https://www.econbiz.de/10003155845
Saved in:
9
Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan
;
Ooms, Marius
-
2004
Persistent link: https://www.econbiz.de/10002503685
Saved in:
10
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
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