Siem Jan Koopman
Professor of Econometrics, VU University Amsterdam, FEWEB, Department of Econometrics
Siem Jan Koopman is Professor of Econometrics at the Vrije Universiteit Amsterdam and the Tinbergen Institute. His Ph.D. is from the London School of Economics (LSE) and dates back to 1992. He had positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow.
He fullfills editorial duties at the Journal of Applied Econometrics and the Journal of Forecasting. He was also co-editor of The Econometrics Journal. Finally he is an Oxmetrics software developer. In particular he is actively engaged in the development of the time series software packages STAMP and SsfPack.
Research interests:
His research interests are Statistical analysis of time series; Theoretical and applied time series econometrics; Financial econometrics; Simulation methods; Kalman filtering and smoothing; Forecasting.
Contact information:
VU University Amsterdam
FEWEB - Department of Econometrics
De Boelelaan 1105
NL 1081 HV Amsterdam
The Netherlands
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