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2008
Likelihood-based Analysis for Dynamic Factor Models
Jungbacker, Borus
;
Koopman, Siem Jan
2006
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
Koopman, Siem Jan
;
Wong, Soon Yip
2008
Forecasting Cross-Sections of Frailty-Correlated Default
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
2005
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
2004
Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol, Eugenie
2003
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices
Carnero, M. Angeles
;
Koopman, Siem Jan
;
Ooms, Marius
2007
Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters
Koopman, Siem Jan
;
Mallee, Max I.P.
;
van der Wel, Michel
2008
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
2008
Likelihood Functions for State Space Models with Diffuse Initial Conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
de Vos, Aart
2005
On Importance Sampling for State Space Models
Jungbacker, Borus
;
Koopman, Siem Jan
Author
8
Lucas, André
6
Ooms, Marius
4
Jungbacker, Borus
3
Hol, Eugenie
2
Bos, Charles S.
2
Carnero, M. Angeles
2
Creal, Drew
2
e Azevedo, Joao Valle
2
Lee, Kai Ming
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van der Wel, Michel
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