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isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Theorie"
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Forecasting model
Theorie
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Bayes-Statistik
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Country risk
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importance sampling
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international default risk cycles
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mixture of Student's t-distributions
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systematic default risk
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Koopman, Siem Jan
Clark, Todd E.
6
Lucas, André
5
Pesaran, M. Hashem
5
McCracken, Michael W.
4
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3
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Robin, Jean-Marc
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
28
International journal of forecasting
6
Journal of empirical finance
2
Tinbergen Institute Discussion Paper
2
Working paper series / European Central Bank
2
Discussion paper / Statistics Netherlands
1
Discussion paper series / LSE Financial Markets Group
1
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1
Econometric reviews
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBP working paper
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Tinbergen Institute Discussion Paper 10-104/DSF 2
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Tinbergen Institute Discussion Paper 2020-078/III
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Tinbergen Institute Discussion Paper 2021-006/III
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Tinbergen Institute Discussion Paper 2021-057/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
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