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Books by Siem Jan Koopman

Unobserved Components and Time Series Econometrics by Siem Jan Koopman Unobserved Components and Time Series Econometrics
Siem Jan Koopman
Hardback , Nov '15
RRP: $287.00 $281.26
An Introduction to State Space Time Series Analysis by Jacques J.F. Commandeur An Introduction to State...
Jacques J.F. Commandeur
Hardback , Jul '07
RRP: $164.95 $161.65
State Space and Unobserved Component Models by Andrew Harvey State Space and Unobserved Component Models
Andrew Harvey
Paperback , Sep '12
RRP: $86.95 $83.47
Time Series Analysis by State Space Methods by The late James Durbin Time Series Analysis by State Space Methods
The late James Durbin
Hardback , May '12
RRP: $254.00 $248.92
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