An Introduction to State Space Time Series Analysis (PRACTICAL ECONOMETRICS SERIES)

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9780199228874: An Introduction to State Space Time Series Analysis (PRACTICAL ECONOMETRICS SERIES)
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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)

Reseña del editor:

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.

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Jacques J.F. Commandeur, Siem Jan Koopman
Editorial: Oxford University Press
ISBN 10: 0199228876 ISBN 13: 9780199228874
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Descripción Oxford University Press. Hardback. Estado de conservación: new. BRAND NEW PRINT ON DEMAND., An Introduction to State Space Time Series Analysis, Jacques J.F. Commandeur, Siem Jan Koopman, 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. de la librería B9780199228874

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Koopman, Siem Jan
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Descripción OUP Oxford, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780199228874_lsuk

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Jacques J.F. Commandeur, Siem Jan Koopman
Editorial: Oxford University Press, United Kingdom (2007)
ISBN 10: 0199228876 ISBN 13: 9780199228874
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Descripción Oxford University Press, United Kingdom, 2007. Hardback. Estado de conservación: New. 236 x 160 mm. Language: English . 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. de la librería AAS9780199228874

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Jacques J.F. Commandeur, Siem Jan Koopman
Editorial: Oxford University Press, United Kingdom (2007)
ISBN 10: 0199228876 ISBN 13: 9780199228874
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Descripción Oxford University Press, United Kingdom, 2007. Hardback. Estado de conservación: New. 236 x 160 mm. Language: English . 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. de la librería AAS9780199228874

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Commandeur, Jacques J.F.
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Descripción OUP Oxford, 2007. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780199228874

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Commandeur, Jacques J.F.; Koopman, Siem Jan
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Descripción Oxford University Press, 2007. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0199228876

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Commandeur, Jacques J.F.; Koopman, Siem Jan
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Descripción Oxford University Press, 2007. Hardcover. Estado de conservación: New. Nº de ref. de la librería INGM9780199228874

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Commandeur, Jacques J.F.
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Descripción OUP Oxford, 2007. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780199228874

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Jacques J.F. Commandeur, Siem Jan Koopman
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Descripción Oxford University Press, USA, 2007. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0199228876

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Siem Jan Koopman
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Descripción Oxford University Press, USA. Hardcover. Estado de conservación: New. Hardcover. 240 pages. 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 readers 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Nº de ref. de la librería 9780199228874

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