Siem Jan Koopman – författare
Visar alla böcker från författaren Siem Jan Koopman. Handla med fri frakt och snabb leverans.
11 produkter
Unobserved Components and Time Series Econometrics
Av Neil Shephard, Siem Jan Koopman
E-bok, 2015
1548 kr
Lägg i varukorg
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 the intellectual influence of Andrew Harvey, …
Introduction to State Space Time Series Analysis
Av Siem Jan Koopman, Jacques J. F. Commandeur
E-bok, 2007
990 kr
Lägg i varukorg
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 …
Introduction to State Space Time Series Analysis
Av Siem Jan Koopman, Jacques J. F. Commandeur
E-bok, 2007
990 kr
Lägg i varukorg
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 …
Time Series Analysis by State Space Methods
Av Siem Jan Koopman, James Durbin
E-bok, 2012
1577 kr
Lägg i varukorg
This new edition updates Durbin & Koopman''s important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and …
Time Series Analysis by State Space Methods
Av Siem Jan Koopman, James Durbin
E-bok, 2012
1577 kr
Lägg i varukorg
This new edition updates Durbin & Koopman''s important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and …
An Introduction to State Space Time Series Analysis
Av Jacques J.F. Commandeur, Siem Jan Koopman
Inbunden, 2007
1682 kr
Lägg i varukorg
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 …
Time Series Analysis by State Space Methods
Av James Durbin, Siem Jan Koopman
Inbunden, 2012
2119 kr
Lägg i varukorg
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and …
Unobserved Components and Time Series Econometrics
Av Siem Jan Koopman, Siem Jan Koopman m. fl.
Inbunden, 2015
2483 kr
Lägg i varukorg
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 the intellectual influence of Andrew Harvey, …
State Space and Unobserved Component Models
Theory and Applications
Av Andrew Harvey, Siem Jan Koopman m. fl.
Häftad, 2012
838 kr
Lägg i varukorg
This 2004 volume offers a broad overview of 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 unobserved component models that are important in a wide range of subjects, …
Dynamic Factor Models
Av Eric Hillebrand, Siem Jan Koopman
E-bok, 2016
1810 kr
Lägg i varukorg
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, such as the connections between yields on government debt, credit …
Dynamic Factor Models
Av Siem Jan Koopman, Eric Hillebrand
Inbunden, 2016
1670 kr
Lägg i varukorg
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, such as the connections between yields on government debt, credit …
