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

By: Contributor(s): Material type: TextTextSeries: Practical econometricsPublication details: Oxford : Oxford University Press, 2007.Description: xiv, 174 p. : illSubject(s): Genre/Form: DDC classification:
  • 519.55 22
LOC classification:
  • QA280 .C66 2007eb
Online resources:
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Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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