Authors: Jungbacker, Borus Koopman, Siem Jan Van Der Wel, Michel

Citation: Jungbacker, Borus et al., Smooth dynamic factor analysis with application to the US term structure of interest rates, Journal of applied econometrics , 29(1), 2014, pp. 65-90

Authors: Jungbacker, Borus Koopman, Siem Jan

Citation: Jungbacker, Borus et Koopman, Siem Jan, Monte carlo likelihood estimation for three multivariate stochastic volatility models, Econometric reviews , 25(2-3), 2006, pp. 385-408

Authors: Jungbacker, Borus Koopman, Siem Jan

Citation: Jungbacker, Borus et Koopman, Siem Jan, Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models, Biometrika , 94(4), 2007, pp. 827-839