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Results 1-10 of 14.
Year of PublicationTitleAuthor(s)
2014Maximum Likelihood Estimation for Correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic PropertiesBlasques, Francisco; Koopman, Siem Jan; Lucas, and André
2014The Dynamic Skellam Model with ApplicationsKoopman, Siem Jan; Lit, Rutger; Lucas, André
2014Nowcasting and Forecasting Economic Growth in the Euro Area using Principal ComponentsHindrayanto, Irma; Koopman, Siem Jan; de Winter, Jasper
2014Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European CitiesCommandeur, Jacques J.F.; Vujic, Suncica; Koopman, Siem Jan; Kasprzyk-Hordern, Barbara
2014Maximum Likelihood Estimation for Generalized Autoregressive Score ModelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre
2014Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space ModelsBarra, István; Hoogerheide, Lennart; Koopman, Siem Jan; Lucas, André
2014Empirical Bayes Methods for Dynamic Factor ModelsKoopman, Siem Jan; Mesters, Geert
2014A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro AreaMesters, Geert; Schwaab, Bernd; Koopman, Siem Jan
2014Information Theoretic Optimality of Observation Driven Time Series ModelsBlasques, Francisco; Koopman, Siem Jan; Lucas, André
2014Testing for Parameter Instability in Competing Modeling FrameworksCalvori, Francesco; Creal, Drew; Koopman, Siem Jan; Lucas, Andre