Koopman, S. J., (Siem Jan)
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The person Koopman, S. J., (Siem Jan) represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
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Koopman, S. J., (Siem Jan)
Resource Information
The person Koopman, S. J., (Siem Jan) represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
- Label
- Koopman, S. J., (Siem Jan)
- Alternative name
- Siem Jan
34 Items by the Person Koopman, S. J., (Siem Jan)
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Context of Koopman, S. J., (Siem Jan)Creator of
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- Testing the assumptions behind the use of importance sampling
- Unobserved components and time series econometrics
- Measuring synchronisation and convergence of business cycles
- Pro-cyclicality, empirical credit cycles, and capital buffer formation
- The stochastic volatility in mean model
- Business and default cycles for credit risk
- Exact score for time series models in state space form
- Time series modelling of daily tax revenues
- Statistical algorithms for models in state space form : SsfPack 3.0
- Statistical algorithms for models in state space using SsfPack 2.2
- Time series models with a common stochastic variance for analysing economic time series
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- Structural time series analyser and modeller and predictor : STAMP 8.2
- An introduction to state space time series analysis
- Convergence in European GDP series
- Dynamic factor models
- Fast filtering and smoothing for multivariate state space models
- Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
- Interaction between supply and demand shocks in production and employment
- Intervention time series analysis of crime rates
- Maximum likelihood estimation of stochastic volatility models
- Messy time series : a unified approach
- Modelling bid-ask spreads in competitive dealership markets
- Multivariate structural time series models
- Round-the-clock price discovery for cross-listed stock : US-Dutch evidence
- Signal extraction and the formulation of unobserved components models
- Stamp : structural time series analyser, modeller and predictor/
- State space and unobserved component models : theory and applications
- State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin
- Stock index volatility forecasting with high frequency data
- Structural time series analyser and modeller and predictor : STAMP 7
- Structural time series analyser and modeller and predictor : STAMP 8
- The modelling and seasonal adjustment of weekly observations
- Time series analysis by state space methods
- Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/lcuhUNIDT4w/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/lcuhUNIDT4w/">Koopman, S. J., (Siem Jan)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/lcuhUNIDT4w/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/lcuhUNIDT4w/">Koopman, S. J., (Siem Jan)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
