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a fascinating read...excellent (CFA Society of the UK)
I really recommend this book. It is a very good read and it is very reasonably priced. (Paul Eilers, The Newsletter of the Dutch Classification Society)
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.
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1. An Introduction to State Space Time Series Analysis (Practical Econometrics) Format: Hardcover
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2. An Introduction to State Space Time Series Analysis
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Descripción OUP Oxford 2007-07-19, Oxford, 2007. hardback. Condición: New. Nº de ref. del artículo: 9780199228874
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3. Introduction to State Space Time Series Analysis (PRACTICAL ECONOMETRICS SERIES)
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Descripción OUP Oxford, 2007. Hardcover. Condición: New. New and unread copy. Fast, daily dispatch 2-4 days for delivery within UK. International orders may take up to 3-4 weeks. Nº de ref. del artículo: 9780199228874
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4. An Introduction to State Space Time Series Analysis
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Descripción 2007. HRD. Condición: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: VU-9780199228874
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5. Introduction to State Space Time Series Analysis
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Descripción OUP Oxford, 2016. Paperback. Condición: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9780199228874_lsuk
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6. An Introduction to State Space Time Series Analysis (Hardback)
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Descripción Condición: NEW. 9780199228874 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Nº de ref. del artículo: HTANDREE01585068
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7. An Introduction to State Space Time Series Analysis (Practical Econometrics)
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Descripción Oxford University Press, USA, 2007. Hardcover. Condición: New. Nº de ref. del artículo: DADAX0199228876
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8. An Introduction to State Space Time Series Analysis
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Descripción OUP Oxford, 2007. HRD. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: IQ-9780199228874
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9. An Introduction to State Space Time Series Analysis (Hardback)
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Oxford University Press, United Kingdom
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Descripción Oxford University Press, United Kingdom, 2007. Hardback. Condición: New. New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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 a 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. Nº de ref. del artículo: BTE9780199228874
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10. An Introduction to State Space Time Series Analysis (Hardback)
Publicado por
Oxford University Press, United Kingdom
(2007)
ISBN 10: 0199228876
ISBN 13: 9780199228874
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Descripción Oxford University Press, United Kingdom, 2007. Hardback. Condición: New. New. Language: English . Brand New Book ***** Print on Demand *****. 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 a 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. Nº de ref. del artículo: APC9780199228874
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