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ORCIDSiem Jan Koopman
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2010 – 2019
- 2014
[j7]Erricos John Kontoghiorghes
, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014)- [j6]Charles S. Bos, Siem Jan Koopman, Marius Ooms:
Long memory with stochastic variance model: A recursive analysis for US inflation. Comput. Stat. Data Anal. 76: 144-157 (2014) - 2012
- [j5]David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - [j4]Virginie Dordonnat, Siem Jan Koopman, Marius Ooms:
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. Comput. Stat. Data Anal. 56(11): 3134-3152 (2012) - 2010
- [j3]Irma Hindrayanto, Siem Jan Koopman, Marius Ooms:
Exact maximum likelihood estimation for non-stationary periodic time series models. Comput. Stat. Data Anal. 54(11): 2641-2654 (2010)
2000 – 2009
- 2006
- [j2]Siem Jan Koopman, Marius Ooms:
Forecasting daily time series using periodic unobserved components time series models. Comput. Stat. Data Anal. 51(2): 885-903 (2006) - [j1]Alessandra Amendola, Christian Francq, Siem Jan Koopman:
Special Issue on Nonlinear Modelling and Financial Econometrics. Comput. Stat. Data Anal. 51(4): 2115-2117 (2006)
Coauthor Index
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