Unobserved Components And Time Series EconometricsSiem Jan Koopman, Neil Shephard · First published 2015Open the Tome
Introduction to State Space Time Series Analysis, an. Practical EconometricsJacques J. F. Commandeur, Siem Jan Koopman · First published 2007Open the Tome
Time series analysis by state space methodsJames Durbin, Siem Jan Koopman · First published 2001Open the Tome
Modelling bid-ask spreads in competitive dealership marketsSiem Jan Koopman · First published 1999Open the Tome
Exact score for time series models in state space formSiem Jan Koopman · First published 1992Open the Tome
