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Harvey Forecasting, Structural Time Series ISBN 13: 9780521405737

Forecasting, Structural Time Series - Softcover

 
9780521405737: 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.

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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.

  • PublisherCambridge University Press
  • Publication date2008
  • ISBN 10 0521405734
  • ISBN 13 9780521405737
  • BindingPaperback
  • LanguageEnglish
  • Number of pages572

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9780521321969: Forecasting, Structural Time Series Models and the Kalman Filter

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ISBN 10:  0521321964 ISBN 13:  9780521321969
Publisher: Cambridge University Press, 1990
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ISBN 10: 0521405734 ISBN 13: 9780521405737
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Harvey, Andrew C.
Published by Cambridge University Press, 1991
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Condition: New. pp. 572 Figure, 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Seller Inventory # 7412697

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Paperback. Condition: new. Paperback. This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521405737

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