Posted by **libr** at Oct. 1, 2014

English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5,2 MB

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance.

Posted by **interes** at June 24, 2014

English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5,2 MB

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance.

Posted by **nebulae** at Aug. 20, 2013

English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5 MB

Posted by **krez76** at Feb. 17, 2010

Universitätsverlag Göttingen | 2009 | ISBN: 3941875227 | 235 pages | PDF | 2.21 MB

An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios.

State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the context of widely used concepts in finance. The presented material will be useful for financial economists and practitioners who are interested in taking time-variation in the relationship between financial assets and key economic factors explicitly into account.

Posted by **readerXXI** at Nov. 21, 2016

English | 2015 | ISBN: 1107079195 | 397 Pages | True PDF | 11.3 MB

This authoritative work provides an in-depth treatment of state space methods, with a range of applications in neural and clinical data.

Posted by **Underaglassmoon** at May 15, 2016

Springer | Statistics | June 10, 2016 | ISBN-10: 331928598X | 541 pages | pdf | 4.82 mb

Authors: Gómez, Víctor

Refers to a webpage with algorithms programmed in MATLAB and numerous examples

Studies the relationship between VARMA and state space models and between Wiener-Kolmogorov theory and Kalman filtering

Posted by **BUGSY** at June 20, 2015

English | 2001 | ISBN: 0198523548 | 273 Pages | DJVU | 4 MB

This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbence terms…

Posted by **ChrisRedfield** at May 25, 2015

Published: 2013-10-28 | ISBN: 3642302521 | PDF | 262 pages | 6.14 MB

Posted by **manamba13** at Feb. 18, 2015

English | 2004 | ISBN: 052183595X | 394 Pages | PDF | 6 MB

Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods

Posted by **interes** at Dec. 5, 2012

English | 2007-05-01 | ISBN: 1595580883 | 340 pages | PDF | 57,5 MB

City of Quartz meets Gotham—the dark side of the glittering metropolis.

New York is a city of outlandish wealth and extreme deprivation, where the abundance of high-rise office space and luxury housing belies a poverty rate of nearly twice the national average. In From Welfare State to Real Estate, prominent labor activist Kim Moody argues that the city's business elite has tilted the political structure toward an agenda that puts real estate development ahead of human needs. The result is a new Gilded Age in America's first city, overseen by the nation's first billionaire mayor.