554 pp. Reference. Index. Light edgewear, corners rubbed. Describes a comprehensive theory of structural time series models. Heavy book. ; 8vo 8" - 9" tall.

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Bibliographic Details

Title: Forecasting, Structural Time Series Models and the Kalman Filter
Publisher: Cambridge University Press, Cambridge
Publication Date: 1989
ISBN 10: 0521405734
ISBN 13: 9780521405737
Binding: Softcover
Condition: Very Good-

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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Riverwash Books Inc.
642 Royal Place, Prescott, ON, K0E 1T0, Canada

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