S
Siem Jan Koopman
6 works on record
Works

UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS

Time series analysis by state space methods
Stamp 5.0
Stamp 5.0
Introduction to State Space Time Series Analysis, an. Practical Econometrics
Introduction to State Space Time Series Analysis, an. Practical Econometrics
Modelling bid-ask spreads in competitive dealership markets
Modelling bid-ask spreads in competitive dealership markets
Exact score for time series models in state space form
Exact score for time series models in state space form