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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätzung
Zeitreihenanalyse
Theorie
7
Theory
7
Time series analysis
5
Schätztheorie
4
Bid-ask spread
1
Econometrics
1
Geld-Brief-Spanne
1
Gross margin
1
Handelsspanne
1
State space model
1
Zustandsraummodell
1
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1
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6
Graue Literatur
6
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6
Working Paper
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English
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Author
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Koopman, Siem Jan
Robinson, Peter M.
14
Steel, Mark F. J.
13
Werker, Bas J. M.
13
Drost, Feike C.
10
Soest, Arthur van
9
Nijman, Theodore E.
7
Akker, Ramon van den
6
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Magnus, Jan R.
6
Osiewalski, Jacek
6
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Melenberg, Bertrand
5
Moors, Johannes J. A.
5
Zaffaroni, Paolo
5
Eijffinger, Sylvester C. W.
4
Härdle, Wolfgang
4
Marinucci, Domenico
4
Verbeek, Marno
4
Čížek, Pavel
4
Bierens, Herman J.
3
Danilov, Dmitry L.
3
Das, Marcel
3
Durbin, James
3
Hallin, Marc
3
Harvey, Andrew C.
3
Hertog, Dirk den
3
MacCrorie, J. Roderick
3
Strijbosch, L. W. G.
3
Arteche, Josu
2
Banerjee, Anurag Narayan
2
Bellemare, Charles
2
Bera, Anil K.
2
Brekelmans, Ruud
2
Charlier, Erwin
2
Chib, Siddhartha
2
Croux, Christophe
2
Dellaert, Benedict G. C.
2
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Discussion paper / Center for Economic Research, Tilburg University
Suntory and Toyota International Centres for Economics and Related Disciplines
Discussion paper / Tinbergen Institute
59
International journal of forecasting
6
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
DNB working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of econometrics
2
Oxford statistical science series
2
The econometrics journal
2
Tinbergen Institute Discussion Paper
2
Advances in econometrics
1
Applied economics
1
CREATES research paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Economics letters
1
Energy economics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-107/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-027/III
1
Tinbergen Institute Discussion Paper 15-083/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2018-026/III
1
Tinbergen Institute Discussion Paper 2021-020/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
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ECONIS (ZBW)
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1
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
2
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
Saved in:
3
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
4
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
Saved in:
5
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
6
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
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