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Ooms, Marius's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
668 |
Total
Citations
5 |
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1.
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Carnero, M. Angeles
University of Alicante - Department of Economic Analysis Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics
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222
(67,289)
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2
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Autoregressive fractionally integrated moving average model, Generalised autoregressive conditional heteroskedasticity model, Long memory process, Periodic autoregressive model, Volatility
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2.
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Dordonnat, V.
VU University Amsterdam Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics Dessertaine, A.
Electricité de France Collet, Jérôme
Electricité de France
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160
(92,485)
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Kalman filter, Maximum likelihood estimation, Seemingly Unrelated Regression Equations, Unobserved Components, Time varying parameters, Heating effect
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3.
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Bos, Charles S.
VU University Amsterdam Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics
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83
(153,004)
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1
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Time varying parameters, Importance sampling, Monte Carlo simulation, Stochastic Volatility, Fractional Integration
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4.
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Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics Hindrayanto, Irma
VU University Amsterdam
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66
(175,051)
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Unobserved component models, state space methods, seasonal adjustment, time-varying parameters, forecasting
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5.
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Koopman, Siem Jan
VU University Amsterdam Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business Ooms, Marius
VU University Amsterdam - Department of Econometrics van Montfort, Kees
Nyenrode University
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58
(187,189)
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1
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non-Gaussian state space modeling, nonlinear panel data model, binomial time series, recidivism behavior, continuous time modelling
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6.
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Hindrayanto, Irma
VU University Amsterdam Aston, John A.D.
University of Warwick Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics
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40
(220,071)
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Frequency-specific model, Kalman filter, model-based seasonal adjustment, unobserved components time series model
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7.
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Mesters, Geert
affiliation not provided to SSRN Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics
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37
(226,523)
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1
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fractional integration, importance sampling, kalman filter, latent factors, stochastic volatility
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8.
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Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics Hindrayanto, Irma
VU University Amsterdam
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2
(336,218)
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9.
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Koopman, Siem Jan
VU University Amsterdam Ooms, Marius
VU University Amsterdam - Department of Econometrics Carnero, M. Angeles
University of Alicante - Department of Economic Analysis
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Autoregressive fractionally integrated moving average model, Generalised autoregressive conditional heteroskedasticity model, Long memory process, Periodic autoregressive model, Volatility
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10.
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Bos, Charles S.
VU University Amsterdam Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics Ooms, Marius
VU University Amsterdam - Department of Econometrics
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11.
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Ooms, Marius
VU University Amsterdam - Department of Econometrics
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Records 1 -
11
of 11 matches
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1
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