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Convergence in European GDP Se...
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191
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Koopman, Siem Jan
187
Lucas, André
55
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20
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15
Creal, Drew
14
Schwaab, Bernd
12
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11
Jungbacker, Borus
11
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9
Hindrayanto, Irma
8
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8
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7
Bos, Charles S.
7
Lee, Kai Ming
6
Lit, Rutger
6
Hol Uspensky, Eugenie
5
Barra, Istvan
4
Brakel, Jan A. van den
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Bräuning, Falk
4
Dijk, Herman K. van
4
Durbin, James
4
Mesters, Geert
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Monteiro, André Antonio
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Schaumburg, Julia
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D'Innocenzo, Enzo
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3
Mallee, Max I. P.
3
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3
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Discussion paper / Tinbergen Institute
81
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8
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7
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6
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5
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1
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
2
Evaluating CPB's published GDP growth forecasts : a comparison with individual and pooled VAR based forecasts
Elbourne, Adam
;
Kranendonk, Henk C.
;
Luginbuhl, Rob
; …
-
2008
Persistent link: https://www.econbiz.de/10003767628
Saved in:
3
Accounting for the business cycle reduces the estimated losses from systemic banking crises
Luginbuhl, Rob
;
Elbourne, Adam
-
2016
Persistent link: https://www.econbiz.de/10011578163
Saved in:
4
Time series analysis by state space methods
Durbin, James
;
Koopman, Siem Jan
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001530511
Saved in:
5
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
Saved in:
6
Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2000
Persistent link: https://www.econbiz.de/10001534834
Saved in:
7
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
Saved in:
8
The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
-
1995
Persistent link: https://www.econbiz.de/10000906280
Saved in:
9
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
10
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
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