Zoekresultaten
Resultaat 1 - 20 (van 52)
Andrew Harvey | Siem-Jan Koopman Diagnostic checking of unobserved components time series models
Non-fictie
Nederlands | 33 pagina's | Tinbergen Instituut, Rotterdam | 1992
Gedrukt boek
Siem-Jan Koopman | Michel van der Wel Forecasting the U.S. term structure of interest rates using a macroeconomic smooth dynamic factor model
Non-fictie
Engels | 31 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
Siem-Jan Koopman | André Lucas | Marcel Scharth Numerically accellerated importance sampling for nonlinear non-Gaussian state space models
Non-fictie
Engels | 26 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
Drew Creal | Siem-Jan Koopman | André Lucas A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Macro, industry and frailty effects in defaults
the 2008 credit crisis in perspective
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Bernd Schwaab | André Lucas | Siem-Jan Koopman Systemic risk diagnostics
coincident indicators and early warning signals
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
C.S. Bos | Siem-Jan Koopman Models with time-varying mean and variance
a robust analysis of U.S. industrial production
Non-fictie
Engels | 20 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Borus Jungbacker | Siem-Jan Koopman | Michel van der Wel Dynamic factor analysis in the presence of missing data
Non-fictie
Engels | 18 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
Borus Jungbacker | Siem-Jan Koopman | Michel van der Wel Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Non-fictie
Engels | 51 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
C.S. Bos | Pawel Janus | Siem-Jan Koopman Spot variance path estimation and its application to high frequency jump testing
Non-fictie
Engels | 32 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
Siem-Jan Koopman | Soon Yip Wong Spline smoothing over difficult regions
a state space approach
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Siem-Jan Koopman | Kai Ming Lee Seasonality with trend and cycle interactions in unobserved components models
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Borus Jungbacker | Siem-Jan Koopman Likelihood-based analysis for dynamic factor models
Non-fictie
Engels | 39 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Drew Creal | Siem-Jan Koopman | Eric Zivot The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Non-fictie
Engels | 28 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Drew Creal | Siem-Jan Koopman | André Lucas A general framework for observation driven time-varying parameter models
Non-fictie
Engels | 52 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Marc K. Francke | Siem-Jan Koopman | Aart F. de Vos Likelihood functions for state space models with diffuse initial conditions
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Forecasting cross-sections of frailty-correlated default
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
C.S. Bos | Siem-Jan Koopman | M. Ooms Long memory modelling of inflation with stochastic variance and structural breaks
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2007
Gedrukt boek
Siem-Jan Koopman | Max I.P. Mallee | Michel van der Wel Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2007
Gedrukt boek
Siem-Jan Koopman | Soon Yip Wong Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Non-fictie
Engels | 34 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek