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Koopman, Siem

Libros de: Koopman, Siem

Mostrando 3 libros encontrados. (1 páginas).

  • Dynamic Factor Models

    Dynamic Factor Models

    Hillebrand, Eric Koopman, Siem

    Emerald Group Publishing Limited (2015)

    valoración

    • EAN: 9781785603532
    • Páginas: 410
    • Fecha de edición: 2015

    pvp.139,50 €

    Disponible 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

    Unobserved Components and Time Series Econometrics

    Koopman, Siem Shephard, Neil

    Oxford University Press. (2015)

    valoración

    • EAN: 9780199683666
    • Páginas: 400
    • Fecha de edición: 2015

    pvp.89,95 €

    Disponible 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.

    State Space And Unobserved Component Models. Theory And Applications.

    Harvey, Andrew Koopman, Siem Shephard, Neil

    Cambridge University Press (2004)

    valoración

    • EAN: 9780521835954
    • Páginas: 380
    • Fecha de edición: 2004

    pvp.61,15 €

    Disponible 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 ...