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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Koopman, Siem Jan"
~subject:"Simulation"
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Koopman, Siem Jan
Kleijnen, Jack P. C.
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Discussion paper / Center for Economic Research, Tilburg University
Journal of quantitative economics : official journal of the Indian Econometric Society
Discussion paper / Tinbergen Institute
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International journal of forecasting
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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ECONIS (ZBW)
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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
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2
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
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3
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
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