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