PREDICTING TIME-VARYING PARAMETERS WITH PARAMETER-DRIVEN AND OBSERVATION-DRIVEN MODELS
Koopman, Siem Jan, Lucas, André, Scharth, Marcel
Published in The review of economics and statistics (01.03.2016)
Published in The review of economics and statistics (01.03.2016)
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Journal Article
A regression-based approach to the CO2 airborne fraction
Bennedsen, Mikkel, Hillebrand, Eric, Koopman, Siem Jan
Published in Nature communications (01.10.2024)
Published in Nature communications (01.10.2024)
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Journal Article
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew, Koopman, Siem Jan, Lucas, André
Published in Journal of business & economic statistics (01.10.2011)
Published in Journal of business & economic statistics (01.10.2011)
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Journal Article
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models
Koopman, Siem Jan, Lucas, André, Scharth, Marcel
Published in Journal of business & economic statistics (02.01.2015)
Published in Journal of business & economic statistics (02.01.2015)
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Journal Article
Statistical Software for State Space Methods
Commandeur, Jacques J. F., Koopman, Siem Jan, Ooms, Marius
Published in Journal of statistical software (01.05.2011)
Published in Journal of statistical software (01.05.2011)
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Journal Article
Sensitivity of large dengue epidemics in Ecuador to long-lead predictions of El Niño
Petrova, Desislava, Lowe, Rachel, Stewart-Ibarra, Anna, Ballester, Joan, Koopman, Siem Jan, Rodó, Xavier
Published in Climate services (01.08.2019)
Published in Climate services (01.08.2019)
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Journal Article
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
Creal, Drew, Koopman, Siem Jan, Lucas, André
Published in Journal of applied econometrics (Chichester, England) (01.08.2013)
Published in Journal of applied econometrics (Chichester, England) (01.08.2013)
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Journal Article