Zoekresultaten
Resultaat 1 - 6 (van 6)
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