Siem Jan Koopman
9 published titles
The modelling and seasonal adjustment of weekly observations
(Contributor)
2 editions
- Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economic
- 1995
- Details
- Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economic
- 1995
- Details
STAMP 5.0 : structural time series analyser, modeller and predictor
(Contributor)
1 edition
- ISBN: 0412722208
- Chapman & Hall
- 1995
- Details
Stamp 5.0 : structural time series analyser, modeller and predictor. Tutorial guide
(Contributor)
1 edition
- ISBN: 0412734109
- Chapman & Hall
- 1995
- Details
Multivariate structural time series models
(Contributor)
2 editions
Maximum likelihood estimation of stochastic volatility models
(Contributor)
1 edition
- London School of Economics
- 1996
- Details
Messy time series : a unified approach
(Contributor)
1 edition
- Suntory Centre, Suntory and Toyota International Centres for Economics and Related Disciplines, Lond
- 1997
- Details
Modelling bid-ask spreads in competitive dealership markets
1 edition
- London School of Economics
- 1999
- Details
Time series analysis by state space methods
(Contributor)
1 edition
- ISBN: 0198523548
- Oxford University Press
- 2001
- Details
State space and unobserved component models : theory and applications
(Contributor)
1 edition
- ISBN: 052183595X
- Cambridge University Press
- 2004
- Details
