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Synopsis
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.
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Review
'... if you're looking for a state of the art monograph on applied aspects of state-space representations, and Kalman filtering ... then Harvey's book is required reading.' Econometric Theory
Book Description
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.
"About this title" may belong to another edition of this title.
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Forecasting, Structural Time Series Models and the Kalman Filter
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Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
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ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models & the Kalman Filter
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ISBN 10: 0521321964
ISBN 13: 9780521321969
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, 1990
ISBN 10: 0521321964
ISBN 13: 9780521321969
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First Edition
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Condition: New. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. Num Pages: 572 pages, 45 line diagrams. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 37. Weight in Grams: 1010. . 1990. 1st Edition. hardcover. . . . . Seller Inventory # V9780521321969
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