Forecasting, Structural Time Series

Harvey

ISBN 10: 0521405734 ISBN 13: 9780521405737

Published by Cambridge University Press 2008-01-12, 2008

Language: English

Condition: New Soft cover

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Bibliographic Details

Title: Forecasting, Structural Time Series
Publisher: Cambridge University Press 2008-01-12
Publication Date: 2008
Language: English
ISBN 10: 0521405734
ISBN 13: 9780521405737
Binding: Paperback
Condition: New

About this title

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.

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

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