Narrow search
Showing 1 - 5 of 5
Cover Image
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
Banachewicz, Konrad; Lucas, André; vandervaart, Aad - In: The econometrics journal 11 (2008) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10007916428
Cover Image
Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Lucas, André; Vaart, Aad W. van der - In: The econometrics journal 11 (2008) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
Cover Image
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.; Koopman, Siem Jan - In: The econometrics journal 3 (2000) 1, pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Cover Image
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
Cover Image
Likelihood-based dynamic factor analysis for measurement and forecasting
Jungbacker, Borus; Koopman, Siem Jan - In: The econometrics journal 18 (2015) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011378457