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About this product
- DescriptionThis text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.
- Author BiographySiem Jan Koopman is Professor of Econometrics at the Free University Amsterdam and the Tinbergen Institute. His Ph.D. is from the London School of Economics (LSE) and he has held positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow. His research interests are Statistical analysis of time series; Theoretical and applied time series econometrics; Financial econometrics; Simulation methods; Kalman filtering and smoothing; Forecasting. He has published in many international journals in statistics and econometrics.
- Author(s)Jacques J.F. Commandeur,Siem Jan Koopman
- PublisherOxford University Press
- Date of Publication19/07/2007
- GenreScience & Mathematics: Textbooks & Study Guides
- Series TitlePractical Econometrics
- Place of PublicationOxford
- Country of PublicationUnited Kingdom
- ImprintOxford University Press
- Content Notenumerous tables and figures
- Weight433 g
- Width165 mm
- Height241 mm
- Spine15 mm
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