Items related to Forecasting, Structural Time Series
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.
"synopsis" may belong to another edition of this title.
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
Published by
Cambridge University Press, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Softcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Condition: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00108836875
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Forecasting, Structural Time Series
Published by
Cambridge University Press, 2008
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Paperback
Seller: HPB-Red, Dallas, TX, U.S.A.
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Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_455702467
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Forecasting, Structural Time Series Models and the Kalman Filter (Volume 0)
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Cambridge University Press (edition Reprint), 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Reprint. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Seller Inventory # 0521405734-11-1
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, Cambridge, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Trade paperback
Seller: West With The Night, Tucson, AZ, U.S.A.
Seller rating 5 out of 5 stars
Trade paperback. Revised ed. Trade paperback (US). Glued binding. 572 p. Contains: Unspecified. Audience: General/trade. Very good. light shelfwear, previous owner name on first page, Seller Inventory # Alibris.0028325
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Forecasting, Structural Time Series
Published by
Cambridge University Press, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Softcover
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M00521405734-G
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Forecasting, Structural Time Series
Published by
Cambridge University Press, 2008
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
paperback
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
paperback. Condition: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. Seller Inventory # rev1179559615
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Forecasting, Structural Time Series
Published by
Cambridge University Press, United Kingdom, Cambridge, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Paperback
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR001871356
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Forecasting, Structural Time Series Models and the Kalman Filter
Published by
Cambridge University Press, Cambridge, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Soft cover
Seller: The Chatham Bookseller, Madison, NJ, U.S.A.
Seller rating 4 out of 5 stars
Soft cover. Condition: Very good+. Dust Jacket Condition: No Dj as Issued. Fourth Printing. 554 pp. Blue wraps with white text have some wear/bending to the corners and along the edges but otherwise show no signs of previous use. Size: Octavo. Book. Seller Inventory # 030536
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Forecasting, Structural Time Series Models and the Kalman Filter (Volume 0)
Published by
Cambridge University Press, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
New
Paperback
Seller: GoldBooks, Denver, CO, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # 10F81_47_0521405734
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Forecasting, Structural Time Series
Published by
Cambridge University Press, 1991
ISBN 10: 0521405734
ISBN 13: 9780521405737
Used
Paperback
Seller: Affordable Collectibles, Columbia, MO, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. I found only 1 highlight. Otherwise very good or better with minimal signs of use. Seller Inventory # 20070141