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1

Dynamic factor models

Advances in econometrics ; volume 35;Emerald insight

Hillebrand, Eric ; Koopman, S. J. , 2016

Link: https://doi.org/10.1108/..

2

Dynamic factor models

Advances in econometrics, vol. 35

Hillebrand, Eric ; Koopman, S. J - First edition . , 2016

Link: https://search.ebscohost..

3

Unobserved components and time series econometrics:

Koopman, S. J ; Shephard, Neil , 2016

Link: http://dx.doi.org/10.109..

4

Time series analysis by state space methods

Oxford statistical science series, 38

Durbin, J ; Koopman, S. J - 2nd ed. . , 2012

Link: http://dx.doi.org/10.109..

5

Time series analysis by state space methods

Oxford statistical science series, 38

Durbin, J ; Koopman, S. J - Second edition . , 2012

Link: https://search.ebscohost..

6

An introduction to state space time series analysis

Practical econometrics series

Commandeur, Jacques J. F ; Koopman, S. J , 2007

Link: https://search.ebscohost..

7

Observation driven mixed-measurement dynamic factor models ..

Working paper series / European Central Bank ; 1626

Schwaab, Bernd ; Creal, Drew ; Koopman, Siem Jan. , 2013

Link: http://www.ecb.europa.eu..

8

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

the credit crisis of 2008 Working paper series / European Central Bank ; 1459

Koopman, Siem Jan ; Schwaab, Bernd , 2012

Link: http://www.ecb.de/pub/pd..

9

Systemic risk diagnostics

coincident indicators and early warning signals Working paper series / European Central Bank ; 1327

Schwaab, Bernd , 2011

Link: http://www.ecb.int/pub/p..

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