12-099/III - A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League

• Authors
  Siem Jan Koopman, VU University Amsterdam; Rutger Lit, VU University Amsterdam
• Publication date
  September 27, 2012

• Keywords
  Betting, Importance sampling, Kalman filter smoother, Non-Gaussian multivariate time series models, Sport statistics
• JEL
  C32, C35