Unobserved Components and Time Series Econometrics - Hardcover

Koopman, Siem Jan

Hardcover

ISBN 10: 0199683662 ISBN 13: 9780199683666

Verlag: Oxford University Press(UK), 2016

Inhaltsangabe

Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.

Über diesen Titel

Über die Autorin bzw. den Autor

Siem Jan Koopman is a Professor of Econometrics at the VU University Amsterdam and Research Fellow at the Tinbergen Institute. Furthermore, he is a Visiting Professor at CREATES, University of Aarhus and a Visiting Researcher at the European Central Bank, Financial Research. He has held positions at LSE and Tilburg University, and has been a Research Fellow at the US Bureau of the Census, Washington DC, and a Fernand Braudel Senior Fellow at the European University Institute, Florence.

Neil Shephard is Professor of Economics and of Statistics at Harvard University. He previously was a faculty member at the LSE and Oxford University. He was elected a Fellow of the Econometric Society in 2004 and a Fellow of the British Academy in 2006. He received an honourary doctorate in economics from Aarhus University in 2009. He was award the Richard Stone Prize in Applied Econometrics in 2012. He has been an associate editor of the academic journal Econometrica since 2002. He has previously been on the editorial boards of, for example, Review of Economic Studies, Biometrika and JRSSB.

Details zur Ausgabe

• Verlag: Oxford University Press(UK)
• Erscheinungsdatum: 2016
• Sprache: Englisch
• ISBN 10: 0199683662
• ISBN 13: 9780199683666
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 390
• Herausgeber: Shephard Neil
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland