• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Experimenting with Communication – A Hands-on Summer School
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times

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