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~person:"Aghion, Philippe"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Spatial interaction"
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ECONIS (ZBW)
118
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1
Dynamic spatial interaction models : new directions
Nijkamp, Peter
;
Reggiani, Aura
-
1987
Persistent link: https://www.econbiz.de/10000760247
Saved in:
2
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
3
[Rezension von: Aghion, Philippe; Banerjee, Abhijit V., Volatility and growth]
Levine, Ross
- In:
Journal of economic literature
46
(
2008
)
2
,
pp. 443-444
Persistent link: https://www.econbiz.de/10003786974
Saved in:
4
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
5
Complexity and spatial networks : in search of simplicity
Reggiani, Aura
(
ed.
);
Nijkamp, Peter
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003819384
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
Spatial and commuting networks : a unifying perspective
Patuelli, Roberto
;
Reggiani, Aura
;
Nijkamp, Peter
; …
- In:
Complexity and spatial networks : in search of simplicity
,
(pp. 257-271)
.
2009
Persistent link: https://www.econbiz.de/10003908300
Saved in:
8
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:
9
Forecasting regional labor market developments under spatial heterogeneity and spatial correlation
Longhi, Simonetta
;
Nijkamp, Peter
-
2006
Persistent link: https://www.econbiz.de/10003387219
Saved in:
10
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
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