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About this product
- Author(s)Victor Gomez
- PublisherSpringer International Publishing AG
- Date of Publication10/05/2016
- GenreEconomics: Professional & General
- Place of PublicationCham
- Country of PublicationSwitzerland
- ImprintSpringer International Publishing AG
- Content Notebiography
- Weight997 g
- Width155 mm
- Height235 mm
- Spine30 mm
- Table Of ContentsPreface.- Computer Software.- Orthogonal Projection.- Linear Models.- Stationarity and Linear Time Series Models.- The State Space Model.- Time Invariant State Space Models.- Time Invariant State Space Models With Inputs.- Wiener-Kolmogorov Filtering and Smoothing.- SSMMATLAB.- Bibliography.- Author Index.- Subject Index.
- Author BiographyDr. Victor Gomez is a statistician and technical advisor at the Spanish Ministry of Finance and Public Administrations in Madrid. His professional activity involves statistical, econometric and, above all, time series analysis of macroeconomic data, mostly in connection with short term economic analysis. More recently, he has focused on research in the field of time series analysis and the development of software for time series analysis. He has also taught numerous courses on time series analysis and related topics such as short-term forecasting, seasonal adjustment methods or time series filtering.
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