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State Space and Unobserved Component Models: Theory and Applications

by Andrew Harvey,Siem Jan Koopman,Neil Shephard

ISBN 13: 9780521835954

Format: Illustrated (394 pages)
Publisher: Cambridge University Press
Published: 10 Jun 2004

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Dynamic Factor Models: v.35 (Advances in Econometrics) (Advances in Econometrics, 35)

by Siem Jan Koopman,Eric Hillebrand

ISBN 13: 9781785603532

Format: Hardcover (688 pages)
Publisher: Emerald Group Publishing Limited
Published: 24 Nov 2015

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