This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
'... 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
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Destinazione, tempi e costiDa: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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.Inhaltsver. Codice articolo 446932052
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 847676-n
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. 572 9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam. Codice articolo 8380373
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9780521321969_new
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Da: BennettBooksLtd, North Las Vegas, NV, U.S.A.
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-0521321964
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 847676-n
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Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521321969
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Da: Revaluation Books, Exeter, Regno Unito
Hardcover. Condizione: Brand New. 1st edition. 570 pages. 9.06x6.22x1.65 inches. In Stock. This item is printed on demand. Codice articolo __0521321964
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Da: AussieBookSeller, Truganina, VIC, Australia
Hardcover. Condizione: new. Hardcover. 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. 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 Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521321969
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Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 572. Codice articolo 26548874
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