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Koopman, Siem Jan
167
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1
Maximum Likelihood Estimation for Non-Stationary Location M..:
Blasques, Francisco
;
van Brummelen, Janneke
;
Gorgi, Paolo
.
Journal of Econometrics. 238 (2024) 1 - p. 105575 , 2024
Link:
https://doi.org/10.1016/..
?
2
Observation-driven filtering of time-varying parameters usi..:
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
.
Journal of Econometrics. 238 (2024) 2 - p. 105635 , 2024
Link:
https://doi.org/10.1016/..
?
3
Vector autoregressions with dynamic factor coefficients and..:
Gorgi, Paolo
;
Koopman, Siem Jan
;
Schaumburg, Julia
Journal of Econometrics. , 2024
Link:
https://doi.org/10.1016/..
?
4
Common and idiosyncratic conditional volatility: Theory and..:
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
Econometric Reviews. 43 (2024) 8 - p. 638-670 , 2024
Link:
https://doi.org/10.1080/..
?
5
A multivariate dynamic statistical model of the global carb..:
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
Journal of the Royal Statistical Society Series A: Statistics in Society. 186 (2023) 1 - p. 20-42 , 2023
Link:
https://doi.org/10.1093/..
?
6
On the evidence of a trend in the CO2 airborne fraction:
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
Nature. 616 (2023) 7956 - p. E1-E3 , 2023
Link:
https://doi.org/10.1038/..
?
7
A time-varying parameter model for local explosions:
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
Journal of Econometrics. 227 (2022) 1 - p. 65-84 , 2022
Link:
https://doi.org/10.1016/..
?
8
Using rapid damage observations for Bayesian updating of hu..:
de Bruijn, Jens A.
;
Daniell, James E.
;
Pomonis, Antonios
...
International Journal of Disaster Risk Reduction. 72 (2022) - p. 102839 , 2022
Link:
https://doi.org/10.1016/..
?
9
Maximum likelihood estimation for score-driven models:
Blasques, Francisco
;
van Brummelen, Janneke
;
Koopman, Siem Jan
.
Journal of Econometrics. 227 (2022) 2 - p. 325-346 , 2022
Link:
https://doi.org/10.1016/..
?
10
Dynamic factor models with clustered loadings: Forecasting ..:
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
;
Koopman, Siem Jan
.
International Journal of Forecasting. 37 (2021) 4 - p. 1426-1441 , 2021
Link:
https://doi.org/10.1016/..
?
11
Modeling, forecasting, and nowcasting U.S. CO2 emissions us..:
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
Energy Economics. 96 (2021) - p. 105118 , 2021
Link:
https://doi.org/10.1016/..
?
12
Joint Decomposition of Business and Financial Cycles: Evide..:
Winter, Jasper de
;
Koopman, Siem Jan
;
Hindrayanto, Irma
Oxford Bulletin of Economics and Statistics. 84 (2021) 1 - p. 57-79 , 2021
Link:
https://doi.org/10.1111/..
?
13
Unobserved components with stochastic volatility: Simulatio..:
Li, Mengheng
;
Koopman, Siem Jan
Journal of Applied Econometrics. 36 (2021) 5 - p. 614-627 , 2021
Link:
https://doi.org/10.1002/..
?
14
The dynamic factor network model with an application to int..:
Bräuning, Falk
;
Koopman, Siem Jan
Journal of Econometrics. 216 (2020) 2 - p. 494-515 , 2020
Link:
https://doi.org/10.1016/..
?
15
Long-term forecasting of El Niño events via dynamic factor ..:
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
.
Journal of Econometrics. 214 (2020) 1 - p. 46-66 , 2020
Link:
https://doi.org/10.1016/..
1-15