PREDICTING TIME-VARYING PARAMETERS WITH PARAMETER-DRIVEN AND OBSERVATION-DRIVEN MODELS von Koopman, Siem Jan, Lucas, André, Scharth, Marcel

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A regression-based approach to the CO2 airborne fraction von Bennedsen, Mikkel, Hillebrand, Eric, Koopman, Siem Jan

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The multi-state latent factor intensity model for credit rating transitions von Koopman, Siem Jan, Lucas, André, Monteiro, André

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A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations von Creal, Drew, Koopman, Siem Jan, Lucas, André

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Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2 von Bennedsen, Mikkel, Hillebrand, Eric, Koopman, Siem Jan

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Forecasting macroeconomic variables using collapsed dynamic factor analysis von Bräuning, Falk, Koopman, Siem Jan

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Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models von Koopman, Siem Jan, Lucas, André, Scharth, Marcel

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Statistical Software for State Space Methods von Commandeur, Jacques J. F., Koopman, Siem Jan, Ooms, Marius

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Dynamic Factor Models von Koopman, Siem Jan, Hillebrand, Eric

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Forecasting football match results in national league competitions using score-driven time series models von Koopman, Siem Jan, Lit, Rutger

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A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League von Koopman, Siem Jan, Lit, Rutger

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GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS von Creal, Drew, Koopman, Siem Jan, Lucas, André

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Sensitivity of large dengue epidemics in Ecuador to long-lead predictions of El Niño von Petrova, Desislava, Lowe, Rachel, Stewart-Ibarra, Anna, Ballester, Joan, Koopman, Siem Jan, Rodó, Xavier

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Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models von Jungbacker, Borus, Koopman, Siem Jan

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On the evidence of a trend in the CO2 airborne fraction von Bennedsen, Mikkel, Hillebrand, Eric, Koopman, Siem Jan

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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors von Bennedsen, Mikkel, Hillebrand, Eric, Koopman, Siem Jan

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Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models von Koopman, Siem Jan

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Spillover dynamics for systemic risk measurement using spatial financial time series models von Blasques, Francisco, Koopman, Siem Jan, Lucas, Andre, Schaumburg, Julia

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Estimation of stochastic volatility models via Monte Carlo maximum likelihood von Sandmann, Gleb, Koopman, Siem Jan

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Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction von Li, Mengheng, Koopman, Siem Jan

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