In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical ...
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In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series.
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Add this copy of State Space Modeling of Time Series. Second Edition to cart. $24.86, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 1990 by Springer Verlag.
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*Price HAS BEEN REDUCED by 10% until Monday, Jan. 6 (weekend SALE item)* 2nd edition, 323 pp., paperback, ex library else text clean and binding tight. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of State Space Modeling of Time Series to cart. $28.00, very good condition, Sold by Second Story Books rated 5.0 out of 5 stars, ships from Rockville, MD, UNITED STATES, published 1990 by Springer-Verlag.
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Book. Octavo; 2nd, revised and enlarged edition; VG; Paperback; Spine, grey with yellow print; Cover is grey with yellow print, clean and bright; Text block clean and tight; xvii, 323 pages, illustrated "with 13 figures". 1364359. FP New Rockville Stock.
Add this copy of State Space Modeling of Time Series (Universitext) to cart. $33.68, like new condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
18031635714
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*Price HAS BEEN REDUCED by 10% until Monday, Jan. 6 (weekend SALE item)* 2nd edition, 348 pp., Paperback, a tiny inscription to front free endpaper else fine. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of State Space Modeling of Time Series to cart. $40.63, very good condition, Sold by John C. Newland rated 5.0 out of 5 stars, ships from Cheltenham, Glos., UNITED KINGDOM, published 1990 by Springer Verlag.
Add this copy of State Space Modeling of Time Series to cart. $51.14, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
18205228022
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Standard Shipping: $4.52
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Re-bound by library. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 3540528709.
Add this copy of State Space Modeling of Time Series to cart. $59.75, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
17710265534
Shipping Options:
Standard Shipping: $4.52
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 3540528709.
Add this copy of State Space Modeling of Time Series to cart. $60.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1990 by Springer.
Add this copy of State Space Modeling of Time Series (Universitext) to cart. $61.79, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1990 by Springer.
Add this copy of State Space Modeling of Time Series to cart. $71.44, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1990 by Springer Verlag.
Add this copy of State Space Modeling of Time Series (Universitext) to cart. $95.12, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1990 by Springer.
