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£60 today · usual range £54–£62 · best ever £54

Oxford University Press - Introduction to State Space Time Series

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£61.66 £53.31 £55.13 £56.95 £58.78 £60.60 £62.42 23 July 2026 28 July 2026 03 August 2026 09 August 2026 15 August 2026
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Description

Master state space methods with this practical introduction to unobserved components time series models, also known as structural time series models. Published by Oxford University Press as part of the Practical Econometrics series, this book is designed for readers who are not already familiar with time series analysis or state space methodology. To ensure accessibility, the text only requires a basic knowledge of classical linear regression models, and a brief review is included to refresh your understanding. While some sections assume familiarity with matrix algebra, the book provides a clear pathway into advanced forecasting and econometrics. It is an essential resource for students and professionals looking to apply state space methodology to real-world data analysis.

Key Features

This Oxford University Press book provides a practical introduction to state space methods for time series models.

The text covers unobserved components time series models, commonly referred to as structural time series models.

Readers can learn time series analysis using state space methodology without prior experience in these specific fields.

A brief review of classical linear regression models is included to refresh the reader's existing knowledge.

The content is part of the Practical Econometrics series, focusing on applied statistical methods.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
19 July 2007
Listed Since
08 January 2007

Barcode

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