An introduction to state space time series analysis:
Saved in:
Bibliographic Details
Main Author: Commandeur, Jacques J. F. (Author)
Format: Electronic eBook
Language:English
Published: Oxford Oxford University Press 2007
Series:Practical econometrics series
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references and index
APPENDIX B. Road traffic fatalities in Norway and FinlandAPPENDIX C. UK front and rear seat passengers KSI; APPENDIX D. UK price changes; Bibliography; Index
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
Physical Description:1 Online-Ressource (xiv, 174 p.)
ISBN:0191527947
9780191527944

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text