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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. 695-719
Persistent link: https://www.econbiz.de/10008667461
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Generalized autoregressive score models with applications
Creal, Drew; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 28 (2013) 5, pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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Time series analysis by state space methods
Durbin, James; Koopman, Siem Jan - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001530511
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Time series analysis by state space methods
Durbin, James; Koopman, Siem Jan - 2012 - Second edition
Persistent link: https://www.econbiz.de/10009570767