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Durbin Seminar: The estimation of time-varying parameters in multivariate linear time series models (Siem Jan Koopman)
Centre for Microdata Methods and Practice
Date: 17:30 21 October 2010 - 19:00 21 October 2010
Type: cemmap Conference
Venue: Wilkins Gustave Tuck Lecture Theatre UCL  [see map]
Price: members: Free; nonmembers: Free

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.

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