Andrew C. Harvey (London School of Economics and Political Science)

Broschiertes Buch

Forecasting, Structural Time Series Models and the Kalman Filter

Beschreibung

This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 572
• Erscheinungstermin: 15. Mai 2003
• Englisch
• Abmessung: 229mm x 152mm x 34mm
• Gewicht: 858g
• ISBN-13: 9780521405737
• ISBN-10: 0521405734
• Artikelnr.: 21580895