All ebooks by Siem Jan Koopman in PDF and EPUB
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All ebooks by Siem Jan Koopman in PDF and EPUB


4  Book(s)
Download this eBook Unobserved Components and Time Series Econometrics
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Unobserved Components and Time Series Econometrics


Siem Jan Koopman , Neil Shephard


This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual...

Publication date: 2015-11-19
Format: PDF
Publisher: OUP Oxford
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£79,11
Download this eBook Time Series Analysis by State Space Methods
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Time Series Analysis by State Space Methods


James Durbin , Siem Jan Koopman


This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal,...

Publication date: 2012-05-03
Format: PDF
Publisher: OUP Oxford
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£82,28
Download this eBook Time Series Analysis by State Space Methods
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Time Series Analysis by State Space Methods


James Durbin , Siem Jan Koopman


This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal,...

Publication date: 2012-05-03
Format: ePub
Publisher: OUP Oxford
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£82,28
Download this eBook An Introduction to State Space Time Series Analysis
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An Introduction to State Space Time Series Analysis


Jacques J.F. Commandeur , Siem Jan Koopman


Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar...

Publication date: 2007-07-19
Format: PDF, ePub
Publisher: OUP Oxford
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£59,07

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