Siem Jan Koopman

UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS

2015

Introduction to State Space Ti

Introduction to State Space Time Series Analysis, an. Practical Econometrics

2007

Modelling bid-ask spreads in c

Modelling bid-ask spreads in competitive dealership markets

1999

Stamp 5.0

Stamp 5.0

1995

Exact score for time series mo

Exact score for time series models in state space form

1992