An introduction to state space time series analysis / Jacques J. F. Commandeur, Siem Jan Koopman.

Author/creator Commandeur, Jacques J. F.
Other author Koopman, S. J. (Siem Jan)
Format Electronic
Publication InfoOxford ; New York : Oxford University Press,
Descriptionxiv, 174 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesPractical econometrics
Bibliography noteIncludes bibliographical references (p. 171-172) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2007299410
ISBN9780199228874 (hbk.)
ISBN0199228876 (hbk.)