Name: An Introduction to State Space Time Series Analysis (Practical Econometrics) (en Inglés)
SKU: 2677870
Price: 157.89 USD
Availability: InStock
Author: Jacques J.F. Commandeur; Siem Jan Koopman
ISBN: 9780199228874

portada An Introduction to State Space Time Series Analysis (Practical Econometrics) (en Inglés)

An Introduction to State Space Time Series Analysis (Practical Econometrics) (en Inglés)

Formato

Libro Físico

Editorial

Oxford University Press

Autor

Jacques J.F. Commandeur; Siem Jan Koopman

Año

2007

Idioma

Inglés

N° páginas

174

Encuadernación

Tapa Dura

Peso

0.95

ISBN

0199228876

ISBN13

9780199228874

N° edición

Categorías

Econometría

An Introduction to State Space Time Series Analysis (Practical Econometrics) (en Inglés)

Jacques J.f. Commandeur; Siem Jan Koopman (Autor) · Oxford University Press · Tapa Dura

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Reseña del libro "An Introduction to State Space Time Series Analysis (Practical Econometrics) (en Inglés)"

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.