Unobserved components and time series econometrics /

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

Bibliographic Details

Other Authors:	Koopman, S. J. (Siem Jan) (Editor), Shephard, Neil (Editor)
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, 2016.
Subjects:	Econometrics. Time-series analysis. Économétrie. Série chronologique. Econometrics Time-series analysis Econometria. Anàlisi de sèries temporals. Electronic books. Llibres electrònics.
Online Access:	Connect to the full text of this electronic book