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~person:"Koopman, Siem Jan"
~person:"Dijk, Herman K. van"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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Theorie
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Zeitreihenanalyse
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Koopman, Siem Jan
Dijk, Herman K. van
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Werker, Bas J. M.
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Grassi, Stefano
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Podolskij, Mark
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5
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5
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5
Christensen, Kim
4
Einmahl, John H. J.
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Steel, Mark F. J.
4
Voev, Valeri
4
Čížek, Pavel
4
Amado, Cristina
3
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3
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3
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3
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3
Hallin, Marc
3
He, Changli
3
Hounyo, Ulrich
3
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3
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
137
Journal of econometrics
11
Econometric Institute research papers
10
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
6
Tinbergen Institute Discussion Paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Oxford bulletin of economics and statistics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Discussion papers / University of Leicester, Department of Economics
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Oxford statistical science series
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Suntory Toyota International Centre for Economics and Related Disciplines
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The econometrics journal
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A history of market performance : from ancient Babylonia to the modern world
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Econometric analysis of financial and economic time series ; part a
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Economics letters
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Global COE Hi-Stat discussion paper series
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
2
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
Saved in:
3
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
4
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
5
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:
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