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Results 101-109 of 109.
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Year of Publication
Title
Author(s)
2005
Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series
Koopman, Siem Jan
;
Lee, Kai Ming
2020
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
2014
Time Varying Transition Probabilities for Markov Regime Switching Models
Bazzi, Marco
;
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
2011
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
Koopman, Siem Jan
;
Lucas, Andre
;
Scharth, Marcel
2016
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models
Blasques, Francisco
;
Gorgi, Paolo
;
Koopman, Siem Jan
;
Wintenberger, Olivier
2014
Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2004
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Koopman, Siem Jan
;
Ooms, Marius
2016
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, Andre
2020
Estimation of final standings in football competitions with premature ending: the case of COVID-19
Gorgi, Paolo
;
Koopman, Siem Jan
;
Lit, Rutger
Author
23
Blasques, Francisco
20
Lucas, André
15
Lucas, Andre
9
Gorgi, Paolo
8
Ooms, Marius
7
Creal, Drew
7
Schwaab, Bernd
6
Lit, Rutger
5
Mesters, Geert
4
Hindrayanto, Irma
.
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