Readings in Unobserved Components Models
Andrew C. Harvey, Tommaso Proietti
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.
Categorías:
Año:
2005
Edición:
First Edition
Editorial:
Oxford University Press, USA
Idioma:
english
Páginas:
475
ISBN 10:
0199278695
ISBN 13:
9780199278695
Serie:
Advanced Texts in Econometrics
Archivo:
PDF, 2.71 MB
IPFS:
,
english, 2005
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