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Year of Publication
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2021
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz
;
Smeekes, Stephan
;
van den Brakel, Jan
2018
The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model
Gorgi, P.
;
Koopman, Siem Jan
;
Lit, R.
2011
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
2015
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, Andre
2021
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels
Koopman, Siem Jan
;
Schaumburg, Julia
;
Wiersma, Quint
2018
Missing Observations in Observation-Driven Time Series Models
Blasques, Francisco
;
Gorgi, Paolo
;
Koopman, Siem Jan
2012
Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
Brauning, Falk
;
Koopman, Siem Jan
2021
Conditional score residuals and diagnostic analysis of serial dependence in time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
2005
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
2014
Empirical Bayes Methods for Dynamic Factor Models
Koopman, Siem Jan
;
Mesters, Geert
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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