Unobserved components and time series econometrics

Author(s)

• Koopman, Siem Jan
• Shephard, Neil

Bibliographic Information

Unobserved components and time series econometrics

edited by Siem Jan Koopman and Neil Shephard

Oxford University Press, 2015

Other Title

Unobserved components & time series econometrics

Note

Includes bibliographical references (p. [349]-368) and index

Details

• NCID: BB22066896
• ISBN:
  • 9780199683666
• LCCN: 2015941107
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xvii, 370 p.
• Size: 24 cm
• Classification:
  • LCC : HB139
  • DC : 330
• Subject Headings:
  • LCSH : Econometrics
  • LCSH : Time-series analysis