Schiavoni, C., Koopman, S. J., Palm, F. C., Smeekes, S., & van den Brakel, J. (2021). Time-varying state correlations in state space models and their estimation via indirect inference. Tinbergen Institute. Tinbergen Institute Discussion Paper Vol. 2021 No. 020/III https://doi.org/10.2139/ssrn.3792448
Schiavoni, C., Palm, F., Smeekes, S., & van den Brakel, J. (2021). A dynamic factor model approach to incorporate Big Data in state space models for official statistics. Journal of the Royal Statistical Society Series A-Statistics in Society, 184(1), 324-353. https://doi.org/10.1111/rssa.12626
Pollmann, D., Dohmen, T., & Palm, F. (2020). Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes. De Economist, 168(4), 519-540. https://doi.org/10.1007/s10645-020-09374-x
Schiavoni, C., Palm, F., Smeekes, S., & van den Brakel, J. (2019). A dynamic factor model approach to incorporate Big Data in state space models for official statistics. Cornell University - arXiv. arXiv.org No. 1901.11355 https://doi.org/10.48550/arXiv.1901.11355
Bollineni-Balabay, O., van den Brakel, J., Palm, F., & Boonstra, H. J. (2017). Multilevel hierarchical Bayesian vs. state-space approach in time series small area estimation; the Dutch Travel Survey. Journal of the Royal Statistical Society Series A-Statistics in Society, 180(4), 1281-1308. https://doi.org/10.1111/rssa.12332
Bollineni-Balabay, O., van den Brakel, J., & Palm, F. (2017). State space time series modelling of the Dutch Labour Force Survey: Model selection and mean squared errors estimation. Survey Methodology, 43(1), 41-67. http://www.statcan.gc.ca/pub/12-001-x/2017001/article/14819-eng.htm