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Marginal likelihood and unit roots
Francke, Marc K.; Vos, Aart F. de - In: Journal of econometrics 137 (2007) 2, pp. 708-728
Persistent link: https://www.econbiz.de/10003442192
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Marginal likelihood and unit roots
Francke, Marc K.; de Vos, Aart F. - In: Journal of econometrics 137 (2007) 2, pp. 708
Persistent link: https://www.econbiz.de/10007604715
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Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb; Koopman, Siem Jan - In: Journal of econometrics 87 (1998) 2, pp. 271-302
Persistent link: https://www.econbiz.de/10006788102
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Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb - In: Journal of econometrics 87 (1998) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan; Lucas, André; Monteiro, André - In: Journal of econometrics 142 (2008) 1, pp. 399-424
Persistent link: https://www.econbiz.de/10007894504
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Testing the assumptions behind importance sampling
Koopman, Siem Jan; Shephard, Neil; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-12
Persistent link: https://www.econbiz.de/10008899335
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Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-326
Persistent link: https://www.econbiz.de/10008997619
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Testing the assumptions behind importance sampling
Koopman, Siem Jan; Shephard, Neil; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10008237918
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
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Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10009270628