23 Key Publications

• Jungbacker, B. and Koopman, S. (2007). Monte Carlo estimation for nonlinear non-Gaussian state space models Biometrika, 94:827--839.

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  Ooms, M., Koopman, S. and Carnero, A. (2007). Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices Journal of the American Statistical Association, 102(477):16--27.

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  Kleibergen, F. (2007). Generalizing weak intrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics, 139(1):181--216.