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  1. State Space and Unobserved Component Models State Space and Unobserved Component Models

    State Space and Unobserved Component Models

    Andrew Harvey
    Cambridge University Press
    30.05.2012

    This 2004 volume offers a broad overview of developments in the theory and applications of state ...

    Taschenbuch
    69,30 €
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  2. Dynamic Factor Models Dynamic Factor Models

    Dynamic Factor Models

    Siem Jan Koopman
    Emerald Group Publishing Limited
    08.01.2016

    This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of...

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    224,90 €
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  3. Unobserved Components and Time Series Econometrics Unobserved Components and Time Series Econometrics

    Unobserved Components and Time Series Econometrics

    Siem Jan Koopman
    Oxford University Press (UK)
    19.01.2016

    This volume presents original and up-to-date studies in unobserved components (UC) time series mo...

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    152,50 €
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  4. Introduction to State Space Time Series Analysis Introduction to State Space Time Series Analysis

    Introduction to State Space Time Series Analysis

    Siem Jan Koopman
    Oxford University Press (UK)
    30.08.2007

    This text provides an introduction to time series analysis using state space methodology to reade...

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    106,50 €
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  5. State Space and Unobserved Component Models State Space and Unobserved Component Models

    State Space and Unobserved Component Models

    Andrew Harvey
    Cambridge-Hitachi
    12.07.2004

    Offering a broad overview of the state-of-the-art developments in the theory and applications of ...

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    94,00 €
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