Opening book details…
About this nonfiction
Unobserved Components and Time Series Econometrics by Koopman, Siem Jan (editor);Shephard, Neil (editor) is a nonfiction available to read on EtoBox.
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Koopman, Siem Jan (editor);Shephard, Neil (editor)
- Publisher
- Oxford University PressOxford
- Published
- 2016
- Language
- EN
- ISBN
- 9780199683666
- Category
- nonfiction
- Subjects
- Business, Economics, Mathematical Economics
- Updated
- 2026-03-25
More by Koopman, Siem Jan (editor);Shephard, Neil (editor)
Browse all works by Koopman, Siem Jan (editor);Shephard, Neil (editor)
Similar books
- Time Series Modelling with Unobserved Components — Matteo Maria Pelagatti (2015)
- Readings in Unobserved Components Models (Advanced Texts in Econometrics) — Andrew C. Harvey, Tommaso Proietti, Editors (2005)
- Time Series Econometrics — Klaus Neusser (2016)
- Analysis of Financial Time Series : Financial Econometrics — Ruey S. Tsay (2001)
- Studies in Econometrics, Time Series, and Multivariate Statistics — Samuel Karlin; Takeshi Amemiya; Leo A Goodman; T. W Anderson (1983)
- Time Series Econometrics: A Concise Introduction (Palgrave Texts in Econometrics) — Terence C. Mills (auth.) (2015)