Table of Contents: An introduction to state space time series analysis /

Main Author:	Commandeur, Jacques J. F.
Other Authors:	Koopman, S. J.
Format:	Book
Language:	English
Published:	Oxford : Oxford University Press, 2007.
Series:	Practical econometrics series
Subjects:	State-space methods. Time-series analysis. MATHEMATICS > Probability & Statistics > Time Series.
Online Access:	http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=216030

Table of Contents:

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.