An Introduction to State Space Time Series Analysis (PRACTICAL ECONOMETRICS SERIES)

by SiemJanKoopman (Author), JacquesJ.F.Commandeur (Author)

• New

  Hardcover
  2007

  $96.51

  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.