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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...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Oxford University Press,
2005.
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| Colección: | Advanced texts in econometrics.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xv, 458 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 9781429469463 1429469463 9780199278695 0199278695 9780199278657 0199278652 9780191515545 019151554X 9786610844067 6610844062 |