| A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League SJ Koopman, R Lit Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015 | 183 | 2015 |
| Forecasting football match results in national league competitions using score-driven time series models SJ Koopman, R Lit International Journal of Forecasting 35 (2), 797-809, 2019 | 67 | 2019 |
| Dynamic discrete copula models for high‐frequency stock price changes SJ Koopman, R Lit, A Lucas, A Opschoor Journal of Applied Econometrics, 2018 | 55* | 2018 |
| Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model SJ Koopman, R Lit, A Lucas Journal of the American Statistical Association 112, 1490-1503, 2017 | 50* | 2017 |
| The analysis and forecasting of tennis matches by using a high dimensional dynamic model P Gorgi, SJ Koopman, R Lit Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019 | 34 | 2019 |
| Long-term forecasting of El Niño events via dynamic factor simulations M Li, SJ Koopman, R Lit, D Petrova Journal of Econometrics 214 (1), 46-66, 2020 | 16 | 2020 |
| Model-based Business Cycle and Financial Cycle Decomposition for Europe and the US, Chapter 6 SJ Koopman, R Lit, A Lucas, M Billio, L Pelizzon, R Savona Systemic Risk Tomography: Signals, Measurement and Transmission Channels, 2016 | 15* | 2016 |
| Estimation of final standings in football competitions with a premature ending: The case of COVID-19 P Gorgi, SJ Koopman, R Lit AStA Advances in Statistical Analysis 107 (1-2), 233-250, 2023 | 13 | 2023 |
| Modified efficient importance sampling for partially non‐Gaussian state space models SJ Koopman, R Lit, TM Nguyen Statistica Neerlandica 73 (1), 44-62, 2019 | 8* | 2019 |
| Time series lab—score edition R Lit, SJ Koopman, AC Harvey See https://timeserieslab. com, 2020 | 6 | 2020 |
| Forecasting the VIX in the midst of COVID-19 R Lit | 3 | 2020 |
| Coronavirus and the Score-driven Negative Binomial Distribution A Harvey, R Lit | 2 | 2020 |
| Forecasting the 2020 edition of the boat race R Lit, SJ Koopman Time Series Lab-Article Series, 1-12, 2020 | 1 | 2020 |
| Time-Varying Parameter Models for Discrete Valued Time Series R Lit Amsterdam: Vrije Universiteit, 2016 | 1 | 2016 |
| Stochastic Volatility R Lit | | 2022 |
| Time Series Lab Manual R Lit | | |
| Sport Statistics Case Study R Lit | | |
| Time Series Lab-Score Edition Manual R Lit | | |
Siem Jan KoopmanProfessor of Econometrics, Vrije Universiteit AmsterdamPreverjeni e-poštni naslov na vu.nl