Michel van der Wel

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

Business, Economics, Finance +17

Maximum likelihood estimation for dynamic factor models with missing data

Borus Jungbacker, Siem Jan Koopman, Michel van der Wel · Journal of Economic Dynamics and Control · 2011 · 105 citations · Full text

Business, Biostatistics, Statistical Modeling +9

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 92 citations · Full text

Natural Sciences, Psychology, Experimental Design +13

Forecasting interest rates with shifting endpoints

Dick van Dijk, Siem Jan Koopman, Michel van der Wel et al. · Journal of Applied Econometrics · 2013 · 60 citations

Business, Economics, Finance +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

Business, Economics, Finance +17