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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Economics letters"
~person:"Koopman, Siem Jan"
~subject:"Schätztheorie"
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Estimation theory
Schätztheorie
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Koopman, Siem Jan
Steel, Mark F. J.
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Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Advances in econometrics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Tinbergen Institute
1
Journal of econometrics
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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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