Prof. Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics, Vrije Universiteit Amsterdam.

 

He is the 2019-2020 Laureate of the Francqui Chair, at Faculty of Business and Economics, University of Antwerp, in Belgium. SJK is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus. Furthermore, he is a Founding Fellow of the International Association for Applied Econometrics, Journal of Applied Econometrics Distinguished Author, and Fellow of the Society of Financial Econometrics (SoFiE).

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He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research.

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Prof. Koopman's research interests lie in Time Series Econometrics, Statistical Analysis of Time Series, Financial Econometrics, Time-varying parameters, Kalman Filter, Simulation-based estimation, and Forecasting.

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