• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From Preference to Choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Machine Learning for Business
      • Sustainable Finance
      • Tuition Fees and Payment
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

05-118/4 - Model-based Measurement of Latent Risk in Time Series with Applications

  • Authors
    Frits Bijleveld, SWOV Institute for Road Safety Research, Netherlands; Jacques Commandeur, SWOV Institute for Road Safety Research, Netherlands; Phillip Gould, Monash University, Melbourne; Siem Jan Koopman, Vrije Universiteit Amsterdam
  • Publication date
    December 19, 2005
  • Keywords
    Actuarial statistics; Dynamic factor analysis; Kalman filter; Maximum likelihood; Road casualties; State space model; Unobserved components
  • JEL
    C32; G33
Download here