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Project
Francqui Chair 2019-2020 Prof. Siem Jan Koopman.
Professor Koopman will give the following lectures within the Scientific Chair International Francqui Professor 2019-2020:
1. The Econometrics of Time-Varying Parameters
2. Macroeconomic forecasting
3. Stochastic Volatility Modelling
4. Dynamic Factor Models
Date:1 Oct 2019 → 30 Sep 2020
Keywords:FORECASTING MODELS, ECONOMETRICS, ECONOMETRIC MODELS
Disciplines:Econometric and statistical methods and methodology, Econometric modelling