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Siem Jan Koopman | lit.salon

Author

Siem Jan Koopman

6 works

1991–2015 across 5 dated works

No biography is available yet.

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Stamp 5.0: Structured Time Series Analyser, Modeller and Predictor1991
With Harvey
Modelling bid-ask spreads in competitive dealership markets1999
Time series analysis by state space methods2001
With James Durbin
Introduction to State Space Time Series Analysis, an. Practical Econometrics2007
With Jacques J. F. Commandeur

Books

6 works

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Time series analysis by state space methods2001
With James Durbin
3 editions
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UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS2015
With Neil Shephard
1 edition
shelves
0
reviews
0
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Stamp 5.0: Structured Time Series Analyser, Modeller and Predictor1991
With Harvey
2 editions
shelves
0
reviews
0
lists
0
quotes
0
Modelling bid-ask spreads in competitive dealership markets1999
2 editions
shelves
0
reviews
0
lists
0
quotes
0
Introduction to State Space Time Series Analysis, an. Practical Econometrics2007
With Jacques J. F. Commandeur
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Exact score for time series models in state space form1992
1 edition
shelves
0
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