An introduction to state space time series analysis / Jacques J. F. Commandeur, Siem Jan Koopman.

By: Commandeur, Jacques J. F
Contributor(s): Koopman, S. J. (Siem Jan)
Material type: TextTextSeries: Practical econometricsPublisher: Oxford ; New York : Oxford University Press, 2007Description: xiv, 174 p. : ill. ; 24 cmISBN: 9780199228874 (hbk.); 0199228876 (hbk.)Subject(s): Time-series analysis | State-space methods | BAEPS, Economics June2015 October2015DDC classification: 519.55 LOC classification: QA280 | .C65 2007
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Book - Borrowing Book - Borrowing Central Library
First floor
Baccah 519.55 JAC (Browse shelf) Available 000038461
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Index : p.173-174.

Bibliography : p. 171-172.

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