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An Introduction to State Space Time Series Analysis [推广有奖]

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An Introduction to State Space Time Series Analysis (Practical Econometrics)Jacques J.F. Commandeur






Reviewa fascinating read...excellent CFA Society of the UK I really recommend this book. It is a very good read and it is very reasonably priced. Paul Eilers, The Newsletter of the Dutch Classification Society

Product DescriptionProviding 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 with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition.

The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.

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Product Details
  • Hardcover: 240 pages
  • Publisher: Oxford University Press, USA (August 30, 2007)
  • Language: English
  • ISBN-10: 0199228876
  • ISBN-13: 978-0199228874

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关键词:introduction State Space Time Series troduction Analysis Analysis Series introduction State Space

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沙发
徐培蓓 发表于 2010-2-13 22:29:50 |只看作者 |坛友微信交流群
1# martinnyj ,牛年的最后几个贴,必须捧场,谢谢楼主分享

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藤椅
水晶石斑鱼 发表于 2010-2-13 23:43:50 |只看作者 |坛友微信交流群
Thanks for your sharing.

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板凳
zhujch 发表于 2010-2-14 09:56:59 |只看作者 |坛友微信交流群
thanks!!!good lucky!
学海无崖,苦作舟!科研无边,苦作伴!学术无边,人可为!斗也乐、苦也乐,

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报纸
TonySR 发表于 2010-2-23 22:02:23 |只看作者 |坛友微信交流群
好书啊 今天的论坛币几乎随着时间序列用完了
上善若水

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地板
andrew207 发表于 2010-3-3 06:13:17 |只看作者 |坛友微信交流群
感覺不錯  多謝分享

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yuy113 学生认证  发表于 2013-6-15 08:25:30 |只看作者 |坛友微信交流群
不错的书,谢谢

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8
kexinkeqing 发表于 2013-6-15 12:04:15 |只看作者 |坛友微信交流群
kankan

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