Unobserved components and time series econometrics: [electronic resource] /: edited by Siem Jan Koopman and Neil Shephard.

Name: Unobserved components and time series econometrics [electronic resource] / edited by Siem Jan Koopman and Neil Shephard.
ISBN: 9780191763298

Koopman, S. J.; Shephard, Neil,

doi:10.1093/acprof:oso/9780199683666

Unobserved components and time series econometrics [electronic resource] / edited by Siem Jan Koopman and Neil Shephard.

Koopman, S. J. (Siem Jan), editor.; Shephard, Neil, editor.

2016

HB139 .U56 2016eb

Available Online

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Details

Title

Unobserved components and time series econometrics [electronic resource] / edited by Siem Jan Koopman and Neil Shephard.

ISBN

9780191763298 (electronic book)

DOI

https://doi.org/10.1093/acprof:oso/9780199683666

Published

Oxford : Oxford University Press, 2016.

Language

English

Description

1 online resource (xvii, 370 pages) : illustrations

Item Number

10.1093/acprof:oso/9780199683666 doi

Call Number

HB139 .U56 2016eb

Dewey Decimal Classification

330.015195

Summary

This title presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.

Note

This title presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.

Bibliography, etc. Note

Includes bibliographical references and index.

Access Note

Access limited to authorized users.

Source of Description

Description based on online resource; title from home page (viewed on December 8, 2015).

Added Author

Koopman, S. J. (Siem Jan), editor.
Shephard, Neil, editor.

Available in Other Form

Unobserved components and time series econometrics.

Linked Resources

Online Access