Siem Jan Koopman
Vrije Universiteit Amsterdam
H-index: 65
Europe-Netherlands
Top articles of Siem Jan Koopman
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Continuous-time state-space methods for delta-O-18 and delta-C-13 | arXiv preprint arXiv:2404.05401 | Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman Kathrine By Larsen | 2024/4/8 |
Ngai Hang Chan | Siem Jan Koopman Massimiliano Marcellino Hans-Jörg von Mettenheim | 2024/3 | |
A robust Beveridge–Nelson decomposition using a score-driven approach with an application | Economics Letters | Francisco Blasques Janneke van Brummelen Paolo Gorgi Siem Jan Koopman | 2024/2/6 |
Observation-driven filtering of time-varying parameters using moment conditions | Journal of Econometrics | Drew Creal Siem Jan Koopman André Lucas Marcin Zamojski | 2024/1/1 |
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions | Journal of Econometrics | Francisco Blasques Janneke van Brummelen Paolo Gorgi Siem Jan Koopman | 2024/1/1 |
Estimating Breakpoints between Climate States in Paleoclimate Data | arXiv preprint arXiv:2404.08336 | Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman Kathrine By Larsen | 2024/4/12 |
Extremum Monte Carlo filters: Real-time signal extraction via simulation and regression | Available at SSRN 4317955 | Francisco Blasques Siem Jan Koopman Karim Moussa | 2023/3/23 |
Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics | Francisco Blasques Siem Jan Koopman Gabriele Mingoli | 2023 | |
Time-Varying Parameters in Econometrics: The editor’s foreword | Journal of Econometrics | F Blasques AC Harvey SJ Koopman A Lucas | 2023/12/1 |
Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects | Journal of Econometrics | Paolo Gorgi Siem Jan Koopman | 2023/12/1 |
Estimation of final standings in football competitions with a premature ending: The case of COVID-19 | AStA Advances in Statistical Analysis | Paolo Gorgi Siem Jan Koopman Rutger Lit | 2023/3 |
A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors | Mariia Artemova Francisco Blasques Siem Jan Koopman | 2023 | |
A multivariate dynamic statistical model of the global carbon budget 1959–2020 | Journal of the Royal Statistical Society Series A: Statistics in Society | Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman | 2023/1/12 |
A New Approach to the CO2 Airborne Fraction: Enhancing Statistical Precision and Tackling Zero Emissions | arXiv preprint arXiv:2311.01053 | Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman | 2023/11/2 |
Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model | F Blasques P Gorgi Siem Jan Koopman J Sampi | 2023/2/17 | |
VU Research Portal | Jef Vandenberghe Youbin Sun Xianyan Wang Hemmo Abels Xing Xing Liu | 2018 | |
Package ‘UComp’ | Diego J Pedregal Maintainer Diego J Pedregal AC Harvey DJ Pedregal PC Young | 2023/5/19 | |
On the evidence of a trend in the CO2 airborne fraction | Nature | Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman | 2023/4/13 |
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting | Francisco Blasques Siem Jan Koopman Karim Moussa | 2023 | |
Joint decomposition of business and financial cycles: Evidence from eight advanced economies | Oxford Bulletin of Economics and Statistics | Jasper de Winter Siem Jan Koopman Irma Hindrayanto | 2022/2 |
Co-Authors
