Readings in unobserved components models /
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 con...
| Други автори: | Harvey, A. C., Proietti, Tommaso, 1964- |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Oxford ; New York :
Oxford University Press,
2005.
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| Серия: |
Advanced texts in econometrics.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=191292 |
| Подобни документи: |
Print version::
Readings in unobserved components models. |
| Резюме: |
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 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 th. |
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| Физически характеристики: |
1 online resource (xv, 458 pages) : illustrations. |
| Библиография: |
Includes bibliographical references and indexes. |
| ISBN: |
9781429469463 1429469463 9780199278695 0199278695 9780199278657 0199278652 9780191515545 019151554X |