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โœฆ   LIBER   โœฆ
๐Ÿ“

Readings in Unobserved Components Models

โœ Scribed by Andrew C. Harvey, Tommaso Proietti

Publisher
Oxford University Press, USA
Year
2005
Tongue
English
Leaves
475
Series
Advanced Texts in Econometrics
Edition
First Edition
Category
Library
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โœฆ Synopsis

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.

๐Ÿ“œ SIMILAR VOLUMES

Readings in Unobserved Components Models
๐Ÿ“ Readings in Unobserved Components Models (Advanced Texts in Econometrics)
โœ Andrew C. Harvey, Tommaso Proietti, Editors ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Oxford University Press, USA ๐ŸŒ English

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

State Space and Unobserved Component Mod
๐Ÿ“ State Space and Unobserved Component Models: Theory and Applications
โœ Andrew Harvey, Siem Jan Koopman, Neil Shephard ๐Ÿ“‚ Library ๐Ÿ“… 2004 ๐Ÿ› Cambridge University Press ๐ŸŒ English

Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They includ