Introduction to state space time series analysis, an
Auteur :
Commandeur, Jacques J.F. / Koopman, Siem Jan
Éditeur :
Oxford University Press
ISBN :
9780199228874
Date de publication :
19 juil. 2007
Dimensions :
24,1 x 16,5 x 1,5 cm
Poids :
433 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.