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Unobserved Components and Time Series Econometrics
Siem Jan Koopman
Unobserved Components and Time Series Econometrics
Siem Jan Koopman
Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
400 pages, 88 Figures and 44 Tables
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | November 19, 2015 |
ISBN13 | 9780199683666 |
Publishers | Oxford University Press |
Pages | 390 |
Dimensions | 241 × 168 × 31 mm · 764 g |
Editor | Koopman, Siem Jan (Professor of Econometrics, VU University Amsterdam) |
Editor | Shephard, Neil (Professor of Economics and of Statistics, Harvard University) |
See all of Siem Jan Koopman ( e.g. Hardcover Book )