Items related to Forecasting, Structural Time Series

Forecasting, Structural Time Series - Softcover

Harvey

 
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.

"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.