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 to cart. $20.00, very good condition, Sold by Munster & Company rated 5.0 out of 5 stars, ships from Corvallis, OR, UNITED STATES, published 1987 by Springer-Verlag.
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Very Good. Berlin, Heidelberg, et al: Springer-Verlag, 1987. XI, 25 x 17 cm. Textured paper covered boards printed black with yellow and white titling to cover and spine. Light rubbing and some light scuffing to boards and extremities. Stamp to tail edge of text block, which has been blacked out. Bookstore stamp and two additional blacked out small stamps on front free endpaper and rear pastedown. Interior otherwise clean and unmarked. Binding sound. Hard Cover. Very Good.
Add this copy of State Space Modeling of Time Series to cart. $21.00, very good condition, Sold by Second Story Books rated 4.0 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 to cart. $38.27, good condition, Sold by Cambridge Rare Books rated 4.0 out of 5 stars, ships from Cambridge, Gloucestershire, UNITED KINGDOM, published 1990 by Springer Verlag.
Add this copy of State Space Modeling of Time Series to cart. $41.23, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1987 by Springer Verlag.
Edition:
1987, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1987
Alibris ID:
17671058500
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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 fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 3540172572.
Add this copy of State Space Modeling of Time Series to cart. $48.67, 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 to cart. $51.65, 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 to cart. $52.03, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1987 by Springer-Verlag.
Add this copy of State Space Modeling of Time Series to cart. $58.75, very good condition, Sold by John C. Newland rated 4.0 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. $61.07, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
17987506227
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Fine. Trade paperback (US). Glued binding. 323 p. Contains: Illustrations, black & white, Tables, black & white. Universitext. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
