Narrow search
Showing 61 - 70 of 947
Cover Image
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1999
Persistent link: https://www.econbiz.de/10001415847
Cover Image
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
Cover Image
Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
Cover Image
Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - 1997
Persistent link: https://www.econbiz.de/10000961559
Cover Image
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
Cover Image
Computing observation weights for signal extraction and filtering
Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
Cover Image
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
Cover Image
Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie; Koopman, Siem Jan - 2002
Persistent link: https://www.econbiz.de/10001689297
Cover Image
Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan; Lucas, André; Klaassen, Pieter - 2002
Persistent link: https://www.econbiz.de/10001718549
Cover Image
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan; Bos, Charles S. - 2002
Persistent link: https://www.econbiz.de/10001718624