Unobserved Components and Time Series Econometrics

Unobserved Components and Time Series Econometrics
Author :
Publisher : Oxford University Press
Total Pages : 389
Release :
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.


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