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.
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Condizione: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00108836875
Quantità: 1 disponibili
Da: HPB-Red, Dallas, TX, U.S.A.
Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_455702467
Quantità: 1 disponibili
Da: BooksRun, Philadelphia, PA, U.S.A.
Paperback. Condizione: Very Good. Reprint. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 0521405734-11-1
Quantità: 1 disponibili
Da: West With The Night, Tucson, AZ, U.S.A.
Trade paperback. Revised ed. Trade paperback (US). Glued binding. 572 p. Contains: Unspecified. Audience: General/trade. Very good. light shelfwear, previous owner name on first page, Codice articolo Alibris.0028325
Quantità: 1 disponibili
Da: medimops, Berlin, Germania
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00521405734-G
Quantità: 2 disponibili
Da: WeBuyBooks, Rossendale, LANCS, Regno Unito
paperback. Condizione: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. Codice articolo rev1179559615
Quantità: 1 disponibili
Da: The Chatham Bookseller, Madison, NJ, U.S.A.
Soft cover. Condizione: Very good+. Condizione sovraccoperta: No Dj as Issued. Fourth Printing. 554 pp. Blue wraps with white text have some wear/bending to the corners and along the edges but otherwise show no signs of previous use. Size: Octavo. Book. Codice articolo 030536
Quantità: 1 disponibili
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Paperback. Condizione: Very Good. 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR001871356
Quantità: 1 disponibili
Da: GoldBooks, Denver, CO, U.S.A.
Paperback. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo 10F81_47_0521405734
Quantità: 1 disponibili
Da: Affordable Collectibles, Columbia, MO, U.S.A.
Paperback. Condizione: Good. I found only 1 highlight. Otherwise very good or better with minimal signs of use. Codice articolo 20070141
Quantità: 1 disponibili