Cover Image

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
Description
Summary:This title presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
Physical Description:1 online resource : illustrations (black and white)
Bibliography:Includes bibliographical references and index.
ISBN:9780191763298
0191763292