An introduction to state space time series analysis [electronic resource] / Jacques J.F. Commandeur, Siem Jan Koopman.
Series: Practical econometricsPublication details: Oxford : Oxford University Press, 2007.Description: xiv, 174 p. : illISBN:- 0199228876 (hbk.) :
- 9780199228874 (hbk.) :
- 519.55 22
- QA280 .C66 2007eb

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.