LEADER 03286nam 2200661Ia 450 001 9910778345803321 005 20230721031941.0 010 $a0-19-160780-0 010 $a1-281-15017-7 010 $a9786611150174 010 $a0-19-152794-7 010 $a1-4356-1809-2 035 $a(CKB)1000000000482310 035 $a(EBL)415081 035 $a(OCoLC)476239851 035 $a(SSID)ssj0000182927 035 $a(PQKBManifestationID)11939017 035 $a(PQKBTitleCode)TC0000182927 035 $a(PQKBWorkID)10172966 035 $a(PQKB)11264260 035 $a(MiAaPQ)EBC415081 035 $a(Au-PeEL)EBL415081 035 $a(CaPaEBR)ebr10199686 035 $a(CaONFJC)MIL115017 035 $a(MiAaPQ)EBC7036886 035 $a(Au-PeEL)EBL7036886 035 $a(EXLCZ)991000000000482310 100 $a20070404d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 13$aAn introduction to state space time series analysis$b[electronic resource] /$fJacques J.F. Commandeur, Siem Jan Koopman 210 $aOxford $cOxford University Press$d2007 215 $a1 online resource (189 p.) 225 1 $aPractical econometrics series 300 $aDescription based upon print version of record. 311 $a0-19-922887-6 320 $aIncludes bibliographical references and index. 327 $aContents; List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price 327 $aAPPENDIX B. Road traffic fatalities in Norway and FinlandAPPENDIX C. UK front and rear seat passengers KSI; APPENDIX D. UK price changes; Bibliography; Index 330 $aThis text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n 410 0$aPractical econometrics. 606 $aState-space methods 606 $aTime-series analysis 615 0$aState-space methods. 615 0$aTime-series analysis. 676 $a519.55 700 $aCommandeur$b Jacques J. F$01557797 701 $aKoopman$b S. J$g(Siem Jan)$0495487 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910778345803321 996 $aAn introduction to state space time series analysis$93821677 997 $aUNINA