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~person:"Koopman, Siem Jan"
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EVALUATING NATO LONG RUN DEFEN...
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Koopman, Siem Jan
Gil-Alaña, Luis A.
348
Caporale, Guglielmo Maria
308
Phillips, Peter C. B.
238
Franses, Philip Hans
225
MacDonald, Ronald
156
McAleer, Michael
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Gao, Jiti
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Cheung, Yin-Wong
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Pesaran, M. Hashem
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Chang, Tsangyao
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Gupta, Rangan
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Lütkepohl, Helmut
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Kapetanios, George
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Chinn, Menzie David
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Sibbertsen, Philipp
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Bahmani-Oskooee, Mohsen
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Koop, Gary
102
Kunst, Robert M.
101
Harvey, Andrew C.
100
Hyndman, Rob J.
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Taylor, Robert
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Härdle, Wolfgang
89
Watson, Mark W.
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Johansen, Søren
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84
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76
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73
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Discussion paper / Tinbergen Institute
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
215
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1
The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
-
1995
Persistent link: https://www.econbiz.de/10000906280
Saved in:
2
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
3
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
6
Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
Saved in:
7
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
8
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
9
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
10
Diagnostic checking of unobserved-components time series models
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
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