Forecasting, Structural Time Series - Brossura

Harvey

 
9780521405737: Forecasting, Structural Time Series

Sinossi

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.

Recensione

'... 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

Descrizione del libro

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.

Altre edizioni note dello stesso titolo

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

Edizione in evidenza

ISBN 10:  0521321964 ISBN 13:  9780521321969
Casa editrice: Cambridge University Press, 1990
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