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2. A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts. (2007). Snyder, Ralph ; Beaumont, Adrian .
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   In: NBER Working Papers.
   RePEc:nbr:nberwo:21862.

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2. Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Adammer, Philipp ; Bohl, Martin T.
   In: CQE Working Papers.
   RePEc:cqe:wpaper:4415.

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3. A dynamic linear model with extended skew-normal for the initial distribution of the state parameter. (2014). Migon, Helio S. ; da-Silva, Cibele Queiroz ; Cabral, Celso Romulo Barbosa, .
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:74:y:2014:i:c:p:64-80.

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4. Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter. (2014). Ahn, Kwang Woo ; Chan, Kung-Sik.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:69:y:2014:i:c:p:243-254.

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5. .

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6. Inflation targeting in Mexico. (2013). Ferreiro, Jesus ; Carrasco, Carlos.
   In: Journal of Post Keynesian Economics.
   RePEc:mes:postke:v:35:y:2013:i:3:p:341-372.

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7. Efficient learning via simulation: A marginalized resample-move approach. (2013). Li, Junye ; Fulop, Andras.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:176:y:2013:i:2:p:146-161.

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8. Yield Curve Dynamics: Regional Common Factor Model. (2011). Sopov, Boril ; Seidler, Jakub.
   In: Prague Economic Papers.
   RePEc:prg:jnlpep:v:2011:y:2011:i:2:id:393:p:140-156.

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9. Systemic risk diagnostics: coincident indicators and early warning signals. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20111327.

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10. Measuring the NAIRU: a complementary approach. (2011). Lemoine, Matthieu ; de la Serve, marie-elisabeth ; De la SERVE, M-E., .
    In: Working papers.
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11. Real-time nowcasting of GDP: Factor model versus professional forecasters. (2010). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:28819.

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12. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
    In: Working Paper Series.
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13. Common business and housing market cycles in the Euro area from a multivariate decomposition.. (2010). Koopman, Siem Jan ; Ferrara, Laurent ; Koopman, S J., .
    In: Working papers.
    RePEc:bfr:banfra:275.

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14. Hyper-spherical and Elliptical Stochastic Cycles. (2009). Proietti, Tommaso ; Luati, Alessandra.
    In: MPRA Paper.
    RePEc:pra:mprapa:15169.

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15. Methodological Procedure for Estimating Brazilian Quarterly GDP Series. (2009). Cerqueira, Luiz ; Fernandes, Cristiano ; Pizzinga, Adrian.
    In: International Advances in Economic Research.
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16. Volatility and covariation of financial assets: a high-frequency analysis. (2009). Cartea, Álvaro ; Karyampas, Dimitrios.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb097609.

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17. Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation. (2008). André A. Monteiro, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080021.

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18. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080011.

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19. An Hourly Periodic State Space Model for Modelling French National Electricity Load. (2008). Ooms, Marius ; Koopman, Siem Jan ; Collet, J. ; Dessertaine, A. ; Dordonnat, V..
    In: Tinbergen Institute Discussion Papers.
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20. Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration. (2008). Thomakos, Dimitrios.
    In: Working Paper series.
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21. Structural Time Series Models for Business Cycle Analysis. (2008). Proietti, Tommaso.
    In: MPRA Paper.
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22. The U.S. Divorce Rate: The 1960s Surge Versus Its Long-Run Determinants. (2008). Zietz, Joachim ; Nunley, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:16317.

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23. Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco.
    In: Staff Reports.
    RePEc:fip:fednsr:193.

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24. Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.. (2008). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C. ; Den Reijer, A..
    In: Working papers.
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25. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
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26. Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters. (2007). van der Wel, Michel ; Koopman, Siem Jan ; Max I. P. Mallee, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070095.

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27. Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models. (2007). Lucas, Andre ; Banachewicz, Konrad ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070046.

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28. Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model. (2007). Ooms, Marius ; Lucas, Andre ; Koopman, Siem Jan ; van Montfort, Kees ; André Lucas, ; van der Geest, Victor.
    In: Tinbergen Institute Discussion Papers.
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29. Dynamic Correlations and Optimal Hedge Ratios. (2007). Bos, Charles ; Gould, Phillip .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070025.

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30. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
    In: MPRA Paper.
    RePEc:pra:mprapa:28416.

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31. Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío. (2007). Contreras, Sergio ; Pino, Osvaldo ; Acua, Andres.
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32. An Assessment of Alternative State Space Models for Count Time Series. (2007). Snyder, Ralph ; Martin, Gael ; Gould, Phillip ; Feigin, Paul D..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-4.

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33. Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series. (2006). Koopman, Siem Jan ; Wong, Soon Yip.
    In: Tinbergen Institute Discussion Papers.
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34. Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment. (2006). Ooms, Marius ; Koopman, Siem Jan ; Hindrayanto, Irma.
    In: Tinbergen Institute Discussion Papers.
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35. Return-based style analysis with time-varying exposures. (2006). van der Sluis, Pieter ; Swinkels, Laurens.
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36. Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form. (2006). Shephard, Neil ; Bos, Charles.
    In: Econometric Reviews.
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37. Trend-Cycle Decompositions with Correlated Components. (2006). Proietti, Tommaso.
    In: Econometric Reviews.
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38. Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach. (2006). Shepherd, Ben.
    In: MPRA Paper.
    RePEc:pra:mprapa:1252.

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39. On Importance Sampling for State Space Models. (2005). Koopman, Siem Jan ; Jungbacker, Borus.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050117.

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40. The Impact of Central Bank FX Interventions on Currency Components. (2005). Bos, Charles ; Beine, Michel ; Laurent, Sebastian .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050103.

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41. The Multi-State Latent Factor Intensity Model for Credit Rating Transitions. (2005). Lucas, Andre ; Koopman, Siem Jan ; André Monteiro, ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050071.

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42. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G. ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

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43. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). Lucas, Andre ; Koopman, Siem Jan ; Daniels, Robert ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050060.

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44. Time Series Forecasting: The Case for the Single Source of Error State Space. (2005). Snyder, Ralph ; Ord, John ; Hyndman, Rob ; Leeds, Mark ; Koehler, Anne B.
    In: Monash Econometrics and Business Statistics Working Papers.
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45. Forecasting Time-Series with Correlated Seasonality. (2005). Vahid, Farshid ; Snyder, Ralph ; Ord, John ; Hyndman, Rob ; Gould, Phillip ; Koehler, Anne B..
    In: Monash Econometrics and Business Statistics Working Papers.
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46. Un modelo para la exportación semanal de tomate de Almería/A model for the Weekly Tomato Exports from Almería. (2005). RODRGUEZ, MARTN G. ; PREZ, GUIRAO G ; CÁCERES HERNÁNDEZ, J. J., .
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47. Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM. (2005). Adrian, Tobias ; Franzoni, Francesco.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0828.

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48. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). .
    In: Working Papers.
    RePEc:dnb:dnbwpp:055.

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49. A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend. (2005). Perron, Pierre ; Deng, Ai ; Wada, Tatsuma.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-030.

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50. Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes. (2003). Shephard, Neil.
    In: Economics Papers.
    RePEc:nuf:econwp:0312.

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