Readings in Unobserved Components Models (Advanced Texts in Econometrics)

✍ Scribed by Andrew C. Harvey, Tommaso Proietti, Editors

Publisher: Oxford University Press, USA
Year: 2005
Tongue: English
Leaves: 475
Series: Advanced Texts in Econometrics
Category: Library

No coin nor oath required. For personal study only.

✦ 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.

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