Siem Jan Koopman books & textbook
Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science Series)
Durbin, James Koopman, Siem Jan
Oxford University Press /2012-07-05 Hardcover / 368 Pages
isbn-10: 019964117X / isbn-13: 9780199641178
An Introduction to State Space Time Series Analysis (Practical Econometrics)
Commandeur, Jacques J.F. Koopman, Siem Jan
Oxford University Press /2007-08-30 Hardcover / 192 Pages
isbn-10: 0199228876 / isbn-13: 9780199228874
Time Series Analysis by State Space Methods (Oxford Statistical Science Series)
Durbin, James Koopman, Siem Jan
Oxford Univ Pr /2001T Hardcover / 253 Pages
isbn-10: 0198523548 / isbn-13: 9780198523543
Dynamic Factor Models (Advances in Econometrics, 35)
Emerald Publishing Limited /2016-01-08 Hardcover / 688 Pages
isbn-10: 1785603531 / isbn-13: 9781785603532
Unobserved Components and Time Series Econometrics (2016-01-19)
Oxford University Press / Hardcover
Diagnostic checking and intra-daily effects in time series models (Tinbergen Institute research series)
Thesis /1992-01-01 Unknown Binding / 236 Pages
isbn-10: 905170142X / isbn-13: 9789051701425
State Space and Unobserved Component Models: Theory and Applications
Harvey, Andrew Koopman, Siem Jan Shephard, Neil
Cambridge University Press /2012-09-13 Paperback / 398 Pages
isbn-10: 1107407435 / isbn-13: 9781107407435
STAMP 8: Structural Time Series Analyser and Modeller and Predictor
Timberlake Consultants / Unknown Binding / 231 Pages
isbn-10: 0955707625 / isbn-13: 9780955707629
Structural Time Series Analyser, Modeller and Predictor STAMP 7 (OxMetrics, OxMetrics4)
Siem Jan Koopman Andrew C. Harvey Jurgen A. Doornik Neil Shephard
Timberlake Consultants /2006-01-01 Paperback
isbn-10: 0954260333 / isbn-13: 9780954260330
Structural Time Series Analyser, Modeller and Predictor
Siem Jan Koopman Andrew C. Harvey Jurgen A. Doornik Neil Shepard
Thomson Learning / Paperback / 408 Pages
isbn-10: 0412722305 / isbn-13: 9780412722301
