Readings in Unobserved Components Models Paperback / softback
Edited by Andrew (Professor of Econometrics, University of Cambridge) Harvey, Tommaso (Professor of Economic Statistics, University of Udine, Italy) Proietti
Part of the Advanced Texts in Econometrics series
Paperback / softback
Description
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.
About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration.
In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles.
Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:480 pages
- Publisher:Oxford University Press
- Publication Date:07/04/2005
- Category:
- ISBN:9780199278695
Information
-
Out of stock
- Format:Paperback / softback
- Pages:480 pages
- Publisher:Oxford University Press
- Publication Date:07/04/2005
- Category:
- ISBN:9780199278695
