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Koopman, Siem Jan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
6
Journal of applied econometrics
5
Journal of empirical finance
3
Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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Enometrica : review of the Vineyard Data Quantification Society and the European Association of Wine Economists
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International journal of applied econometrics and quantitative studies : IJAEQS
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of corporate finance : contracting, governance and organization
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Wine selection: tasting, learning and identification of favorites
Blasques, Francisco
- In:
Enometrica : review of the Vineyard Data Quantification …
3
(
2010
)
2
,
pp. 9-14
Persistent link: https://www.econbiz.de/10010082347
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2
Classical and Bayesian aspects of robust unit root inference
Hoek, Henk
;
Lucas, Andre
;
Dijk, Herman K.van
- In:
Journal of econometrics
69
(
1995
)
1
,
pp. 27-60
Persistent link: https://www.econbiz.de/10006797935
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3
Blockholder dispersion and firm value
Konijn, Sander J.J.
;
Kräussl, Roman
;
Lucas, Andre
- In:
The journal of corporate finance : contracting, …
17
(
2011
)
5
,
pp. 1330-1340
Persistent link: https://www.econbiz.de/10009807891
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4
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
Botshekan, Mahmoud
;
Kraeussl, Roman
;
Lucas, Andre
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1302
Persistent link: https://www.econbiz.de/10010100810
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5
Unit Root Tests Based on M Estimators
Lucas, Andre
- In:
Econometric theory
11
(
1995
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10007007262
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6
Deepening the measurement of technical inefficiency in private farming in Georgia : locally parametric regression
Temel, Tugrul
;
Lucas, Andre
- In:
International journal of applied econometrics and …
2
(
2005
)
1
,
pp. 115-138
Persistent link: https://www.econbiz.de/10009879673
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7
Exact Initial Kalman Eiltering anB Smoothing for Nonstationary Time Senes Models
Koopman, Siem Jan
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
440
,
pp. 1630-1638
Persistent link: https://www.econbiz.de/10006629766
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8
Forecasting Hourly Electricity Demand Using Time-Varying Splines
Harvey, Andrew
;
Koopman, Siem Jan
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
424
,
pp. 1228-1236
Persistent link: https://www.econbiz.de/10006638773
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9
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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10
State Space Models With a Common Stochastic Variance
Koopman, Siem Jan
;
Bos, Charles S.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10008214557
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