proietti c (37 risultati)

Paperback. Condizione: Very Good. Unmarked trade paperback.

Paperback. Condizione: Very Good. Text is unmarked; pages are bright. Binding is tight and square. Covers show just a little light wear around the corners. 458pp.

Paperback. Condizione: New.

Hardcover. First ition edition. New/New (31282) . New book in a new dust jacket. Clean, tight, unmarked. No remainder mark! This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. The first part focuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking, and the use of state space methods for spline smoothing. Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design. The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain variance parameters are zero, with special reference to stationarity tests. Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and non Gaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques. The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurred in the last years.

Hardcover. First ition edition. New/New (31284) . New book in a new dust jacket. Clean, tight, unmarked. No remainder mark! This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. The first part focuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking, and the use of state space methods for spline smoothing. Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design. The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain variance parameters are zero, with special reference to stationarity tests. Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and non Gaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques. The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurred in the last years.

Condizione: Nuovo. Dettagli LibroSku: PZZLB38293ISBN: 9788836621873Titolo: Matteo Pugliese. Corazze. Catalogo Della Mostra RomaAutore: C. ProiettiEditore: SilvanaAnno: 2011Pagine: 144Formato: RilegatoMemoria ed effetti speciali, presenze potentemente fisiche ma al tempo stesso intimamente simboliche e spettrali: ecco gli esplosivi ingredienti della scultura di Matteo Pugliese (1969). Una ricerca che fa dialogare l'inarrivabile lezione plastica di Michelangelo, del manierismo e di Bernini con l'immaginario dei fumetti, del cinema fantastico e dei videogiochi di ruolo che poi, in fin dei conti, affondano le proprie radici nell'inesauribile miniera dei miti antichi. L'operazione, non facile, di ibridazione intrapresa da Pugliese viene fondata sulla volontà di rispettare e soprattutto rinnovare, al tempo stesso, la trasmissione millenaria di esperienze che si invera nella tradizione artistica. A tal proposito Matteo Pugliese potrebbe senza dubbio ben condividere qu.

in-8°, pp. 64 con 8 disegni di Parentela su folgi applicati sulle pagine n.t. Bross. edit. rigida con ill. a colori al piatto ant. Buono l'interno.

Softcover. Condizione: Near Fine. Book measures 23.5x16.cm. xv,458pp. A virtually new clean paperback. Internally, pages clean throughout. Size: 8vo.

Condizione: New.

Rilegato. In 8°, cart. ed., pp. 63 con illustrazioni di Parentela nel t.

Condizione: New. In.

PF. Condizione: New.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. Editor(s): Harvey, Andrew; Proietti, Tommaso. Series: Advanced Texts in Econometrics. Num Pages: 480 pages, Illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 155 x 27. Weight in Grams: 732. . 2005. Paperback. . . . .

Paperback. Condizione: Like New. Like New. book.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: As New. Unread book in perfect condition.

Condizione: New. Editor(s): Harvey, Andrew; Proietti, Tommaso. Series: Advanced Texts in Econometrics. Num Pages: 480 pages, Illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 155 x 27. Weight in Grams: 732. . 2005. Paperback. . . . . Books ship from the US and Ireland.

Condizione: Used: Like New. LIVRE A L?ETAT DE NEUF. EXPEDIE SOUS 3 JOURS OUVRES. NUMERO DE SUIVI COMMUNIQUE AVANT ENVOI, EMBALLAGE RENFORCE. EAN:9782344032527.

Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 376 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Condizione: very good. ed 2011 in buone condizioni libro quarto,leggera macchia sulretro della copertinaRILEGATI.

rilegato. Condizione: Ottimo (Fine). Leggeri segni di uso, ottime condizioni.RILEGATI 9788817051965 Ottimo (Fine) . Book.

Paperback. Condizione: New.

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PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Condizione: new. Paperback. This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications.The first partfocuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking,and the use of state space methods for spline smoothing.Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design.The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain varianceparameters are zero, with special reference to stationarity tests.Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and nonGaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques.The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurredin the last years. This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Paperback. Condizione: new. Paperback. This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications.The first partfocuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking,and the use of state space methods for spline smoothing.Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design.The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain varianceparameters are zero, with special reference to stationarity tests.Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and nonGaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques.The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurredin the last years. This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.