☰

Siem Jan Koopman

Affiliations: 
Economics Vrije Universiteit Amsterdam, Amsterdam, Netherlands 
Google:
"Siem Koopman"
Tree Publications Similar researchers PubMed Report error

Parents

Sign in to add mentor
Andrew C. Harvey grad student 1992 London School of Economics

Children

Sign in to add trainee
Rob Ernst Luginbuhl grad student 2001 VU Amsterdam
Marc K. Francke grad student 2004 VU Amsterdam

Collaborators

Sign in to add collaborator
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Blasques F, Koopman SJ, Lucas A. (2020) Nonlinear autoregressive models with optimality properties Econometric Reviews. 39: 559-578
Blasques F, Gorgi P, Koopman SJ. (2020) Missing Observations in Observation-Driven Time Series Models Journal of Econometrics. 2018
Borowska A, Hoogerheide L, Koopman SJ, et al. (2020) Partially censored posterior for robust and efficient risk evaluation Journal of Econometrics. 217: 335-355
Bräuning F, Koopman SJ. (2020) The dynamic factor network model with an application to international trade Journal of Econometrics. 216: 494-515
Li M, Koopman SJ, Lit R, et al. (2020) Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics. 214: 46-66
Bennedsen M, Hillebrand E, Koopman SJ. (2019) Trend analysis of the airborne fraction and sink rate of anthropogenically released CO 2 Biogeosciences. 16: 3651-3663
Koopman SJ, Lit R, Nguyen TM. (2019) Modified efficient importance sampling for partially non-Gaussian state space models Statistica Neerlandica. 73: 44-62
Gorgi P, Koopman SJ, Lit R. (2019) The Analysis and Forecasting of ATP Tennis Matches Using a High-Dimensional Dynamic Model Journal of the Royal Statistical Society Series a-Statistics in Society. 182: 1393-1409
Hansen PR, Janus P, Koopman SJ. (2019) Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model Journal of Financial Econometrics. 17: 1-32
Blasques F, Gorgi P, Koopman SJ. (2019) Accelerating score-driven time series models Journal of Econometrics. 212: 359-376
See more...