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Forecasting the US term struct...
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Stochastic process
Zeitreihenanalyse
250
Theorie
235
Time series analysis
230
Theory
212
Zustandsraummodell
161
State space model
148
Schätzung
123
Prognoseverfahren
119
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116
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106
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102
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99
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98
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97
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90
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85
Stochastischer Prozess
80
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69
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66
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66
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60
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52
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50
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48
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43
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42
EU-Staaten
40
Factor analysis
40
EU countries
36
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35
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33
Forecasting
32
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31
Importance sampling
31
Zinsstruktur
31
importance sampling
31
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30
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29
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60
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44
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44
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English
72
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Koopman, Siem Jan
72
Lucas, André
17
Bos, Charles S.
14
Blasques, Francisco
12
Ooms, Marius
8
Scharth, Marcel
7
Jungbacker, Borus
6
Mesters, Geert
5
Dessertaine, A.
4
Dordonnat, V.
4
Barra, Istvan
3
Collet, J.
3
Lee, Kai Ming
3
Lit, Rutger
3
Lucas, Andre
3
Barra, István
2
Hol Uspensky, Eugenie
2
Hoogerheide, Lennart
2
Janus, Paweł
2
Li, Mengheng
2
Moussa, Karim
2
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2
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1
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1
Brummelen, Janneke van
1
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1
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1
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1
Daniels, Robert J.
1
Dijk, Dick van
1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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2
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1
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1
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1
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1
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1
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1
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Forecasting interest rates with shifting
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
-
2012
Persistent link: https://www.econbiz.de/10009723022
Saved in:
2
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
3
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/10002135515
Saved in:
4
Measuring asymmetric stochastic cycle components in US macroeconomic time series
Koopman, Siem Jan
;
Lee, Kai Ming
-
2005
Persistent link: https://www.econbiz.de/10003115944
Saved in:
5
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
Saved in:
6
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
7
A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003321902
Saved in:
8
On importance sampling for state space models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2005
Persistent link: https://www.econbiz.de/10003248123
Saved in:
9
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:
10
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
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