Workshop

Durbin Seminar: The estimation of time-varying parameters in multivariate linear time series models (Siem Jan Koopman)

Speaker

Siem Jan Koopman

Date & Time

From: 21 October 2010
Until:

Type

Workshop

Venue

Wilkins Gustave Tuck Lecture Theatre UCL

This annual LSE-UCL seminar is held in Honour of James Durbin. This year the seminar is delivered by Siem Jan Koopman (Free University Amsterdam and Tinbergen Institute), who is currently working with James Durbin on the second Edition of their text “Time Series Analysis by State Space Methods”. The seminar will be followed by a short reception in UCL’s South Cloisters.

You do not need to register for this event.