PRACTICAL ECONOMETRICS SERIES: Introduction to State Space Time Series Analysis (PDF)
(Sprache: Englisch)
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...
Leider schon ausverkauft
eBook
54.87 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „PRACTICAL ECONOMETRICS SERIES: Introduction to State Space Time Series Analysis (PDF)“
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 ineconometrics and statistics, typically at an advanced undergraduate level or graduate level.
Bibliographische Angaben
- Autoren: Siem Jan Koopman , Jacques J. F. Commandeur
- 2007, Englisch
- ISBN-10: 0191527947
- ISBN-13: 9780191527944
- Erscheinungsdatum: 19.07.2007
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "PRACTICAL ECONOMETRICS SERIES: Introduction to State Space Time Series Analysis"
0 Gebrauchte Artikel zu „PRACTICAL ECONOMETRICS SERIES: Introduction to State Space Time Series Analysis“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "PRACTICAL ECONOMETRICS SERIES: Introduction to State Space Time Series Analysis".
Kommentar verfassen