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Results 11-20 of 57.
Year of PublicationTitleAuthor(s)
2012A Forty Year Assessment of Forecasting the Boat RaceMesters, Geert; Koopman, Siem Jan
2014Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European CitiesCommandeur, Jacques J.F.; Vujic, Suncica; Koopman, Siem Jan; Kasprzyk-Hordern, Barbara
2010Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S.; Koopman, Siem Jan
2015In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven ModelsBlasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, André
2012Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven ModelsKoopman, Siem Jan; Lucas, Andre; Scharth, Marcel
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time SeriesHindrayanto, Irma; Aston, John A.D.; Koopman, Siem Jan; Ooms, Marius
2014Maximum Likelihood Estimation for Generalized Autoregressive Score ModelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre
2010Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in PerspectiveKoopman, Siem Jan; Lucas, Andre; Schwaab, Bernd
2014Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space ModelsBarra, István; Hoogerheide, Lennart; Koopman, Siem Jan; Lucas, André
2012A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier LeagueKoopman, Siem Jan; Lit, Rutger