Journals Higher Education



Published: 19 January 2016

384 Pages | 88 Figures and 44 Tables

9.2 x 6.1 inches

ISBN: 9780199683666

Also Available As:


Also Available In:

Bookseller Code (06)

Unobserved Components and Time Series Econometrics

Edited by Siem Jan Koopman and Neil Shephard

  • Leading contributors provide insight into relevant research directions
  • Unique overview that offers a complete review of current research on UC models
  • Active leading researchers present up-to-date and current work
  • Broad picture where many different methodologies are presented

Also of Interest