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1、AnIntroductiontoStateSpaceTimeSeriesAnalysisPracticalEconometricsSeriesEditorsJurgenDoornikandBronwynHallPracticaleconometricsisaseriesofbooksdesignedtoprovideaccessibleandpracticalintroductionstovarioustopicsinecono-metrics.Fromeconometrictechniquestoe
2、conometricmodellingapproaches,theseshortintroductionsareidealforappliedecono-mists,graduatestudents,andresearcherslookingforanon-technicaldiscussiononspecifictopicsineconometrics.AnIntroductiontoStateSpaceTimeSeriesAnalysisJacquesJ.F.CommandeurSiemJanKoo
3、pman13GreatClarendonStreet,Oxfordox26DPOxfordUniversityPressisadepartmentoftheUniversityofOxford.ItfurtherstheUniversity’sobjectiveofexcellenceinresearch,scholarship,andeducationbypublishingworldwideinOxfordNewYorkAucklandCapeTownDaresSalaamHongKongKara
4、chiKualaLumpurMadridMelbourneMexicoCityNairobiNewDelhiShanghaiTaipeiTorontoWithofficesinArgentinaAustriaBrazilChileCzechRepublicFranceGreeceGuatemalaHungaryItalyJapanPolandPortugalSingaporeSouthKoreaSwitzerlandThailandTurkeyUkraineVietnamOxfordisaregiste
5、redtrademarkofOxfordUniversityPressintheUKandincertainothercountriesPublishedintheUnitedStatesbyOxfordUniversityPressInc.,NewYork©JacquesJ.F.CommandeurandSiemJanKoopman2007ThemoralrightsoftheauthorshavebeenassertedDatabaserightOxfordUniversityPress(make
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