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Last update Ancillary Activities: Amsterdam (2018-01-20)

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Research Output 2001 2016

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

Mesters, G., Koopman, S. J. & Ooms, M. 2016 In : Econometric Reviews. 35, 4, p. 659-687

Research output: Scientific - peer-reviewArticle

Modeling trigonometric seasonal components for monthly economic time series

Hindrayanto, A. I. W., Aston, J. A. D., Koopman, S. J. & Ooms, M. 2013 In : Applied Economics. 45, 21, p. 3024-3034

Research output: Scientific - peer-reviewArticle

A multivariate periodic unobserved components time series analysis for sectoral U.S. employment

Hindrayanto, A. I. W., Koopman, S. J. & Ooms, M. 2012 Economic Time Series: Modeling and Seasonality. Bell, W. R., Holan, S. H. & McElroy, T. S. (eds.). London: Chapman and Hall/CRC Press, p. 3-35

Research output: ScientificChapter