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Siem, S.
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1

Empirical bayes methods for dynamic factor models:

, In: The review of economics and statistics / publ. for Harvard University
Koopman, Siem Jan ; Mesters, Geert. (2017)  3 - p. 486-498
Exemplare: Zentrale;
 
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2

Predicting time-varying parameters with parameter-driven an..:

, In: The review of economics and statistics / publ. for Harvard University
Koopman, Siem Jan ; Lucas, André ; Scharth, Marcel. (2016)  1 - p. 97-110
Exemplare: Zentrale;
 
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3

Numerically accelerated importance sampling for nonlinear n..:

, In: Journal of business & economic statistics
Koopman, Siem Jan. (2015)  1 - p. 114-127
Exemplare: Zentrale;
 
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4

Observation-driven mixed-measurement dynamic factor models ..:

, In: The review of economics and statistics / publ. for Harvard University
Schwaab, Bernd ; Creal, Drew ; Koopman, Siem Jan.. (2014)  5 - p. 898-915
Exemplare: Zentrale;
 
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5

Modelling trigonometric seasonal components for monthly eco..:

, In: Applied economics
Hindrayanto, Irma ; Aston, John A. D. ; Koopman, Siem Jan.. (2013)  19/21 - p. 3024-3034
Exemplare: Zentrale;
 
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6

Dynamic factor models with macro, frailty, and industry eff.. 

, In: Journal of business & economic statistics
the credit crisis of 2008 
Koopman, Siem Jan ; Lucas, André ; Schwaab, Bernd. (2012)  4 - p. 521-532
Exemplare: Zentrale;
 
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7

Economic trends and cycles in crime 

, In: Jahrbücher für Nationalökonomie und Statistik
a study for England and Wales 
Vujić, Sunc̆ica. (2012)  6 - p. 652-677
Exemplare: Zentrale;
 
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8

A dynamic multivariate heavy-tailed model for time-varying ..:

, In: Journal of business & economic statistics
Creal, Drew. (2011)  4 - p. 552-563
Exemplare: Zentrale;
 
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9

Analyzing the term structure of interest rates using the dy..:

, In: Journal of business & economic statistics
Koopman, Siem Jan. (2010)  3 - p. 329-343
Exemplare: Zentrale;
 
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10

Common business and housing market cycles in the Euro area ..:

, In: Housing markets in Europe / Olivier de Bandt ... eds.
Ferrara, Laurent. (2010)  - p. 105-128
Exemplar:  BB WiWi: 11a vwl 359/999
 
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11

Parameter estimation and practical aspects of modeling stoc..:

, In: Handbook of financial time series / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas Mikosch, eds.
Jungbacker, Borus. (2009)  - p. 313-344
Exemplar:  Zentrale:E02 a swl 189/533
 
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12

A non-Gaussian panel time series model for estimating and d..:

, In: Journal of business & economic statistics
Koopman, Siem Jan. (2008)  4 - p. 510-525
Exemplare: Zentrale;
 
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13

Periodic seasonal Reg-ARFIMA-GARCH models for daily electri..:

, In: Journal of the American Statistical Association / ed. W. Allen Wallis
Koopman, Siem Jan. (2007)  477 - p. 16-27
Exemplare: Zentrale;
 
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14

An introduction to state space time series analysis 

Practical econometrics
Commandeur, Jacques J. F. , 2007
Exemplar:  BB WiWi: 11a vwl 913.3/786
 
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15

Modeling around-the-clock price discovery for cross-listed ..:

, In: Journal of business & economic statistics
Menkveld, Albert J.. (2007)  2 - p. 213-225
Exemplare: Zentrale;
 
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