Unobserved Components and Time Series Econometrics, edited by SiemJan Koopman and NeilShephard. Published by Oxford University Press, Oxford, 2015. Total number of pages: 400. ISBN: 978-0-19-968366-6
DOI10.1111/JTSA.12198zbMath1348.00014OpenAlexW2400464922MaRDI QIDQ2830685
Publication date: 28 October 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12198
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) External book reviews (00A17)
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