//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Forecasting the US term struct...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
33
Language
All
Undetermined
32
English
1
Author
All
Koopman, Siem Jan
29
Lucas, André
9
Creal, Drew
5
Harvey, Andrew
3
Jan Koopman, Siem
3
Ooms, Marius
3
Aston, John A.D.
2
Hindrayanto, Irma
2
Kräussl, Roman
2
Lucas, Andr
2
Monteiro, André B.
2
Schwaab, Bernd
2
Shephard, Neil
2
Azevedo, Joao Valle e.
1
Azevedo, João Valle E.
1
Bos, Charles S.
1
Carnero, M.Angeles
1
Commandeur, Jacques J F
1
Hol Uspensky, Eugenie
1
Hol, Eugenie
1
Jungbacker, Borus
1
Klaassen, Pieter
1
Lee, Kai Ming
1
Luginbuhl, Rob
1
Mallee, Max I P
1
Menkveld, Albert J
1
Menkveld, Albert J.
1
Monteiro, André
1
Riani, Marco
1
Rua, Antonio
1
Sandmann, Gleb
1
Sarkar, Asani
1
Van der Wel, Michel
1
Vujic, Sunčica
1
Zivot, Eric
1
van der Wel, Michel
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of applied econometrics
5
Journal of econometrics
5
Journal of empirical finance
3
Journal of the American Statistical Association : JASA
3
Oxford bulletin of economics and statistics
2
Applied economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
484
RePEc
230
EconStor
137
Other ZBW resources
5
BASE
1
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
Jan Koopman, Siem
;
Mallee, Max I P
;
Van der Wel, Michel
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10008434826
Saved in:
2
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate
Menkveld, Albert J
;
Sarkar, Asani
;
van der Wel, Michel
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 821-851
Persistent link: https://www.econbiz.de/10010041643
Saved in:
3
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3180
Persistent link: https://www.econbiz.de/10005879740
Saved in:
4
A non-Gaussian generalization of the Airline model for robust seasonal adjustment
Aston, John A.D.
;
Koopman, Siem Jan
- In:
Journal of forecasting
25
(
2006
)
5
,
pp. 325-350
Persistent link: https://www.econbiz.de/10007284958
Saved in:
5
Exact Initial Kalman Eiltering anB Smoothing for Nonstationary Time Senes Models
Koopman, Siem Jan
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
440
,
pp. 1630-1638
Persistent link: https://www.econbiz.de/10006629766
Saved in:
6
Forecasting Hourly Electricity Demand Using Time-Varying Splines
Harvey, Andrew
;
Koopman, Siem Jan
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
424
,
pp. 1228-1236
Persistent link: https://www.econbiz.de/10006638773
Saved in:
7
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
;
Koopman, Siem Jan
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-302
Persistent link: https://www.econbiz.de/10006788102
Saved in:
8
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10008160906
Saved in:
9
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-720
Persistent link: https://www.econbiz.de/10008412208
Saved in:
10
State Space Models With a Common Stochastic Variance
Koopman, Siem Jan
;
Bos, Charles S.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10008214557
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->