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Unobserved Components and Time Series Econometrics Siem Jan Koopman
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Unobserved Components and Time Series Econometrics
Siem Jan Koopman
Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
400 pages, 88 Figures and 44 Tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2015. gada 19. novembris |
| ISBN13 | 9780199683666 |
| Izdevēji | Oxford University Press |
| Lapas | 390 |
| Izmēri | 241 × 168 × 31 mm · 764 g |
| Valoda | Angļu |
| Redaktors | Koopman, Siem Jan (Professor of Econometrics, VU University Amsterdam) |
| Redaktors | Shephard, Neil (Professor of Economics and of Statistics, Harvard University) |
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