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Details about Aart F. de Vos

Homepage:http://personal.vu.nl/a.f.de.vos/
Workplace:Afdeling Econometrie and Operations Research (Department of Econometrics and Operations Research), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Aart F. de Vos.

Last updated 2014-10-10. Update your information in the RePEc Author Service.

Short-id: pde930


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Working Papers

Journal Articles

2010

  1. Likelihood functions for state space models with diffuse initial conditions
    Journal of Time Series Analysis, 2010, 31, (6), 407-414 Downloads View citations (14)

2007

  1. Marginal likelihood and unit roots
    Journal of Econometrics, 2007, 137, (2), 708-728 Downloads View citations (7)

2003

  1. Seasonality and Markov switching in an unobserved component time series model
    Empirical Economics, 2003, 28, (2), 365-386 Downloads View citations (3)

2000

  1. Efficient Computation of Hierarchical Trends
    Journal of Business & Economic Statistics, 2000, 18, (1), 51-57 View citations (11)

1999

  1. Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths
    Journal of Business & Economic Statistics, 1999, 17, (4), 456-65 View citations (14)

1993

  1. A Synopsis of the Smoothing Formulae Associated with the Kalman Filter
    Computational Economics, 1993, 6, (3-4), 177-200 View citations (1)

1992

  1. An international trade flow model with zero observations: an extension of the Tobit model
    Brussels Economic Review, 1992, 135, 379-404 Downloads View citations (9)
 
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