Tu pedido
Koopman, Siem
Libros de: Koopman, Siem
Mostrando 3 libros encontrados. (1 páginas).
-
Dynamic Factor Models
Hillebrand, Eric Koopman, Siem
Emerald Group Publishing Limited (2015)
- EAN: 9781785603532
- Páginas: 410
- Fecha de edición: 2015
pvp.139,50 €
Sin Stock. Posibilidad entre 11 y 20 dias
Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applications lie at the center of policy questions raised by the recent financial crises, ...
-
Unobserved Components and Time Series Econometrics
Koopman, Siem Shephard, Neil
Oxford University Press. (2015)
- EAN: 9780199683666
- Páginas: 400
- Fecha de edición: 2015
pvp.89,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on ...
-
State Space And Unobserved Component Models. Theory And Applications.
Harvey, Andrew Koopman, Siem Shephard, Neil
Cambridge University Press (2004)
- EAN: 9780521835954
- Páginas: 380
- Fecha de edición: 2004
pvp.61,15 €
Sin Stock. Posibilidad entre 11 y 20 dias
This volume offers a broad overview of the state-of-the-art developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and ...
