Concepedia

Max Mallee

MM

Statistics

Publications

3

Citations

239

H-Index

3

Active since

2008

Affiliations

Vrije Universiteit Amsterdam(Current)

Tinbergen Institute

Aarhus University

Max Mallee is an author at Vrije Universiteit Amsterdam specializing in business, time series forecasting, and time series analysis.

Publications per year

2008–2016

3

Publications

3

Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters

Siem Jan Koopman, Max Mallee, Michel van der Wel · Journal of Business and Economic Statistics · 2009 · 160 citations

, , +17

Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

Siem Jan Koopman, Max Mallee, Michel van der Wel · SSRN Electronic Journal · 2008 · 58 citations · Full text

, , +17

Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data

Francisco Blasques, Siem Jan Koopman, Max Mallee et al. · Journal of Econometrics · 2016 · 21 citations

, , +10

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