Hidden Bibliographic Details
| Other authors / contributors: | Koopman, S. J. (Siem Jan)
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| ISBN: | 9780191527944
0191527947
9780199228874
0199228876
9786611150174
661115017X
9781435618091
1435618092
1281150177
9781281150172
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| Notes: | Includes bibliographical references and index.
English.
Print version record.
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| Summary: | This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n.
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| Other form: | Print version: Commandeur, Jacques J.F. Introduction to state space time series analysis. Oxford : Oxford University Press, 2007 9780199228874 0199228876
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