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Estimation
Zeitreihenanalyse
256
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236
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213
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191
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156
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143
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111
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time-varying parameters
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104
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Koopman, Siem Jan
103
Lucas, André
20
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17
Hindrayanto, Irma
10
Jungbacker, Borus
8
Wel, Michel van der
8
Creal, Drew
7
Gorgi, Paolo
7
Vlekke, Marente
7
Ooms, Marius
6
Schaumburg, Julia
6
Schwaab, Bernd
6
Galati, Gabriele
5
Azevedo, João Valle e
4
Bos, Charles S.
4
Bräuning, Falk
4
Janus, Paweł
4
Rua, António
4
Barra, István
3
Brakel, Jan A. van den
3
D'Innocenzo, Enzo
3
Hol Uspensky, Eugenie
3
Lee, Kai Ming
3
Li, Mengheng
3
Werve, Ilka Van de
3
Łasak, Katarzyna
3
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2
Hillebrand, Eric
2
Hoogerheide, Lennart
2
Hoogerkamp, Meindert Heres
2
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2
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2
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2
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2
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2
Smeekes, Stephan
2
Wiersma, Quint
2
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2
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1
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1
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Discussion paper / Tinbergen Institute
45
International journal of forecasting
6
Journal of econometrics
4
Econometric reviews
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Dynamic factor models
1
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1
Economics letters
1
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1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Nonlinear time series analysis of business cycles
1
The econometrics journal
1
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1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-042/DSF 16
1
Tinbergen Institute Discussion Paper 16-029/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2018-088/III
1
Tinbergen Institute Discussion Paper 2020-078/III
1
Tinbergen Institute Discussion Paper 2021-008/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
Tinbergen Institute Discussion Paper 2021-099/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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1
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ECONIS (ZBW)
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1
Estimation of the financial cycle with a rank-reduced multivariate state-space model
Luginbuhl, Rob
-
2020
Persistent link: https://www.econbiz.de/10012163272
Saved in:
2
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
3
Interaction between structural and cyclical shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10001594753
Saved in:
4
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
Saved in:
5
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
6
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
7
Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2002
Persistent link: https://www.econbiz.de/10001689297
Saved in:
8
Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
-
2002
Persistent link: https://www.econbiz.de/10001718549
Saved in:
9
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
-
2003
Persistent link: https://www.econbiz.de/10001792789
Saved in:
10
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
-
2003
Persistent link: https://www.econbiz.de/10001853337
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