Siem Jan Koopman
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Citations | 16,190 |
| H index | 54 |
| 62 | |
| Official site | sjkoopman.net |
| Affiliations | VU University Amsterdam |
| Edited works | Dynamic Factor Models |
| Education | London School of Economics and Political Science |
| Co authors | André Lucas |
| Interests | Econometrics |
| Time Series | |
| Financial Econometrics | |
| Forecasting | |
| Kalman Filter | |
| Books | Time Series Analysis by State Space Methods |
| Time Series Analysis by State Space Methods: Second Edition | |
| An Introduction to State Space Time Series Analysis | |
| Stamp: Structural Time Series Analyser, Modeller and Predictor | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 1353327 |
Siem Jan Koopman Life story
Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus.
