Browsing All of EconStor by Author Mesters, Geert
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2011 | Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models | Mesters, Geert; Koopman, Siem Jan; Ooms, Marius |
2012 | A Forty Year Assessment of Forecasting the Boat Race | Mesters, Geert; Koopman, Siem Jan |
2012 | Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time | Mesters, Geert; Koopman, Siem Jan |
2014 | Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males | Mesters, Geert; van der Geest, Victor; Bijleveld, Catrien |
2014 | Empirical Bayes Methods for Dynamic Factor Models | Koopman, Siem Jan; Mesters, Geert |
2014 | A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area | Mesters, Geert; Schwaab, Bernd; Koopman, Siem Jan |
2022 | Robust Inference for Non-Gaussian SVAR models | Hoesch, Lukas; Lee, Adam; Mesters, Geert |