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Unobserved Components and Time Series Econometrics Siem Jan Koopman
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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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 19 de noviembre de 2015 |
| ISBN13 | 9780199683666 |
| Editores | Oxford University Press |
| Páginas | 390 |
| Dimensiones | 241 × 168 × 31 mm · 764 g |
| Lengua | Inglés |
| Editor | Koopman, Siem Jan (Professor of Econometrics, VU University Amsterdam) |
| Editor | Shephard, Neil (Professor of Economics and of Statistics, Harvard University) |
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