An Introduction to State Space Time Series Analysis (Practical Econometrics)

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Introduction to State Space Time Series Analysis

By Jacques J.F. Commandeur and Siem Jan Koopman

Edition Description

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 neither familiar with time...

Edition Details

Format:Hardcover

Language:English

ISBN:0199228876

Format: Hardcover

Condition:

105.00

50 Available

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Introduction to State Space Time Series Analysis

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