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Published: 19 November 2015

400 Pages | 88 Figures and 44 Tables


ISBN: 9780199683666

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Sample Material

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

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