Unobserved Components and Time Series Econometrics
Author | : Siem Jan Koopman |
Publisher | : Oxford University Press |
Total Pages | : 389 |
Release | : 2015 |
ISBN-10 | : 9780199683666 |
ISBN-13 | : 0199683662 |
Rating | : 4/5 (662 Downloads) |
Book Synopsis Unobserved Components and Time Series Econometrics by : Siem Jan Koopman
Download or read book Unobserved Components and Time Series Econometrics written by Siem Jan Koopman and published by Oxford University Press. This book was released on 2015 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.