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Published: 30 August 2007

240 Pages

ISBN: 9780199228874

Also Available As:


Bookseller Code (06)

An Introduction to State Space Time Series Analysis

Jacques J.F. Commandeur and Siem Jan Koopman

Practical Econometrics

  • Accessible introduction to state space methods in time series analysis for those with a basic understanding of classical linear regression models
  • Provides a complete exposition with a clear introduction of the ideas and workings underlying the methods
  • Uses a clear step by step treatment and provides practical examples throughout

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