Siem Jan Koopman

Identifiers

Open LibraryOL2667642A

Top Subjects

Probability & statistics (2)
Mathematics (1)
Probability & Statistics - General (1)
Computer Software Packages (1)
Business / Economics / Finance (1)
Econometrics (1)
Time-series analysis (1)

Books by Siem Jan Koopman

Total count: 8

Stamp 5.0Structured Time Series Analyser, Modeller and Predictor

Chapman & Hall1991-09-01
Exact score for time series models in state space form

London School of Economics and Political Science, Suntory Toyota International Centre for Economics and Related Disciplines1992-01-01
Modelling bid-ask spreads in competitive dealership markets

London School of Economics, Financial Markets Group1999-01-01
Time Series Analysis by State Space Methods (Oxford Statistical Science Series)

Oxford University Press2001-08-01
Introduction to State Space Time Series Analysis, an. Practical Econometrics

Oxford University Press2007-01-01
An Introduction to State Space Time Series Analysis (Practical Econometrics)

Oxford University Press, USA2007-08-17
State Space and Unobserved Component ModelsTheory and Applications

Cambridge University Press2010-01-01
Dynamic Factor Models

Emerald Publishing Limited2016-01-01