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Results 31-40 of 109.
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Year of Publication
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2014
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
;
Lucas, André
2021
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors
Gorgi, Paolo
;
Koopman, Siem Jan
;
Schaumburg, Julia
2005
On Importance Sampling for State Space Models
Jungbacker, Borus
;
Koopman, Siem Jan
2012
A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Koopman, Siem Jan
;
Lit, Rutger
2009
Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
van der Wel, Michel
2010
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
2003
Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
e Azevedo, Joao Valle
;
Koopman, Siem Jan
;
Rua, Antonio
2021
Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Artemova, Mariia
;
Blasques, Francisco
;
Koopman, Siem Jan
;
Zhang, Zhaokun
2012
Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, Geert
;
Koopman, Siem Jan
2016
Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Vlekke, Marente
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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