Siem Jan Koopman
- Auteur
Siem Jan Koopman, Professor of Econometrics, Vrije Universiteit, The Netherlands.
Siem Jan Koopman, Professor of Econometrics, Vrije Universiteit, The Netherlands.
Boeken van Siem Jan Koopman
Jacques Commandeur
Siem Jan Koopman
An Introduction to State Space Time Series Analysis
The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components.
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Unobserved Components and Time Series Econometrics
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
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