Similar Search Results

Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023

This paper introduces a novel simulation-based filtering method for general state space models. It allows for the …

Persistent link: https://www.econbiz.de/10014358032

Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127

Persistent link: https://www.econbiz.de/10011389921

Jungbacker, Borus; Koopman, Siem Jan - 2005

and smoother and the simulation smoother which do not rely on a linear Gaussian observation equation. Furthermore, results …

Persistent link: https://www.econbiz.de/10011348357

Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333

Persistent link: https://www.econbiz.de/10001736096

Harvey, Andrew C.; Koopman, Siem Jan - 1992

Persistent link: https://www.econbiz.de/10000830094

Koopman, Siem Jan; Shephard, Neil G. - 1992

Persistent link: https://www.econbiz.de/10000837992

Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998

Persistent link: https://www.econbiz.de/10000167948

Sandmann, Gleb; Koopman, Siem Jan - 1996

Persistent link: https://www.econbiz.de/10000953379

Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997

Persistent link: https://www.econbiz.de/10000960677

Jungbacker, Borus; Koopman, Siem Jan - In: Handbook of financial time series, (pp. 313-344). 2009

Persistent link: https://www.econbiz.de/10003833957