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Li, Mengheng; Koopman, Siem Jan - In: Journal of Applied Econometrics 36 (2021) 5, pp. 614-627

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Durbin, James; Koopman, Siem Jan - 2001 - 1. publ.

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Harvey, Andrew C.; Koopman, Siem Jan - In: The econometrics journal 3 (2000) 1, pp. 84-107

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Hol Uspensky, Eugenie; Koopman, Siem Jan - 2000

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Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160

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Harvey, Andrew C.; Koopman, Siem Jan - 1992

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Koopman, Siem Jan; Shephard, Neil G. - 1992

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