An introduction to state space time series analysis / Jacques J.F. Commandeur, Siem Jan Koopman.
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| Superior document: | Practical econometrics series |
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| Year of Publication: | 2007 |
| Language: | English |
| Series: | Practical econometrics.
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| Online Access: | |
| Physical Description: | xiv, 174 p. :; ill. |
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| Bibliography: | Includes bibliographical references and index. |
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| ISBN: | 9780199228874 (hbk.) : 0199228876 (hbk.) : |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Jacques J.F. Commandeur, Siem Jan Koopman. |