Commandeur and Koopman Textbook

Discussion of State Space and Dynamic Stochastic General Equilibrium Models

Commandeur and Koopman Textbook

Postby moderator » Tue Feb 16, 2010 4:44 pm

We've added "An Introduction to State Space Time Series Analysis" by by J.J.F. Commandeur and S.J. Koopman to the stable of textbooks available for purchase from Estima.

Those of you who are experimenting with State Space models for the first time may find it particularly helpful. For more information, see:

http://www.estima.com/textbook_commandeur.shtml
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