Average Reviews:
(More customer reviews)Both authors of the book have authoritative stature in state space models. But this textbook is somehow stuck in a zombie land where it's neither fundamental enough to be an easy read like An Introduction to State Space Time Series Analysis (Practical Econometrics), nor in-depth enough to thoroughly cover more advanced topics such as non-Gaussian nonlinear state space models. Readers are simply directed to try Koopman's ssfpack (extended) or STAMP software, neither of which free.
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