Readings in unobserved components models /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Harvey, A. C. (Andrew C.), Proietti, Tommaso, 1964-
Format: Electronic eBook
Language:Inglés
Published: Oxford ; New York : Oxford University Press, 2005.
Series:Advanced texts in econometrics.
Subjects:
Econometric models.
Modèles économétriques.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometric models
Econometrische modellen.
Unobserved components models.
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