Time-Varying Parameters in Econometrics: The editor’s foreword
Blasques, F., Harvey, A.C., Koopman, S.J., Lucas, A.
Published in Journal of econometrics (01.12.2023)
Published in Journal of econometrics (01.12.2023)
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Journal Article
A robust Beveridge–Nelson decomposition using a score-driven approach with an application
Blasques, F., van Brummelen, J., Gorgi, P., Koopman, S.J.
Published in Economics letters (01.03.2024)
Published in Economics letters (01.03.2024)
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Journal Article
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, F., Koopman, S.J., Mallee, M., Zhang, Z.
Published in Journal of econometrics (01.08.2016)
Published in Journal of econometrics (01.08.2016)
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Journal Article
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, B., Koopman, S.J., van der Wel, M.
Published in Journal of economic dynamics & control (01.08.2011)
Published in Journal of economic dynamics & control (01.08.2011)
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Journal Article
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V., Koopman, S.J., Ooms, M., Dessertaine, A., Collet, J.
Published in International journal of forecasting (01.10.2008)
Published in International journal of forecasting (01.10.2008)
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Journal Article
Dynamic factors in state-space models for hourly electricity load signal decomposition and forecasting
Dordonnat, V., Koopman, S.J., Ooms, M.
Published in 2009 IEEE Power & Energy Society General Meeting (01.07.2009)
Published in 2009 IEEE Power & Energy Society General Meeting (01.07.2009)
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