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Estimation theory
Zeitreihenanalyse
237
Time series analysis
217
Theorie
210
Theory
188
Zustandsraummodell
154
State space model
141
Prognoseverfahren
104
Schätzung
98
Estimation
91
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91
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83
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80
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78
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78
Volatility
78
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70
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64
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62
Maximum likelihood estimation
61
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61
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56
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54
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53
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50
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49
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44
Credit risk
43
Faktorenanalyse
41
EU countries
40
Factor analysis
39
Bayesian inference
32
Importance sampling
31
importance sampling
31
Forecasting
30
ARCH-Modell
27
Yield curve
27
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26
time-varying parameters
26
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25
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77
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Koopman, Siem Jan
76
Blasques, Francisco
23
Gorgi, Paolo
14
Lucas, André
11
Ooms, Marius
7
Creal, Drew
5
Jungbacker, Borus
5
Lucas, Andre
5
Bos, Charles S.
4
Harvey, Andrew C.
4
Hoogerheide, Lennart
4
Wintenberger, Olivier
4
Zamojski, Marcin
4
Borowska, Agnieszka
3
Dijk, Herman K. van
3
Schaumburg, Julia
3
Blasques, F.
2
Brummelen, Janneke van
2
Calvori, Francesco
2
Carnero, M. Angeles
2
Durbin, James
2
Gorgi, P.
2
Janus, Paweł
2
Mesters, Geert
2
Moussa, Karim
2
Nientker, Marc
2
Penzer, Jeremy
2
Sandmann, Gleb
2
Shephard, Neil G.
2
Vos, Aart F. de
2
Wong, Soon Yip
2
Collet, J.
1
Dessertaine, A.
1
Doornik, Jurgen A.
1
Dordonnat, V.
1
Durbin, J.
1
Francke, Marc K.
1
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1
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1
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1
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Discussion paper / Tinbergen Institute
32
Journal of econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Advances in econometrics
2
Econometric reviews
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Tinbergen Institute Discussion Paper 15-138/III
2
A history of market performance : from ancient Babylonia to the modern world
1
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1
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1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
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1
Tinbergen Institute 14-010/IV/71
1
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1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-131/III, 2015
1
Tinbergen Institute Discussion Paper 16-082/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-056/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper / Norges Bank
1
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ECONIS (ZBW)
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1
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
2
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
3
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:
4
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
5
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
6
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
7
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
Saved in:
8
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:
9
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:
10
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
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