02772nam 22006254a 450 991045091940332120200520144314.01-280-84406-X97866108440670-19-151554-X1-4294-6946-3(CKB)1000000000412433(EBL)422469(OCoLC)437108605(SSID)ssj0000233175(PQKBManifestationID)11220576(PQKBTitleCode)TC0000233175(PQKBWorkID)10234934(PQKB)11222121(MiAaPQ)EBC422469(Au-PeEL)EBL422469(CaPaEBR)ebr10233702(CaONFJC)MIL84406(EXLCZ)99100000000041243320041116d2005 uy 0engur|n|---|||||txtccrReadings in unobserved components models[electronic resource] /edited by Andrew C. Harvey and Tommaso ProiettiOxford ;New York Oxford University Press20051 online resource (475 p.)Advanced texts in econometricsDescription based upon print version of record.0-19-927869-5 0-19-927865-2 Includes bibliographical references and indexes.Contents; Part One: Signal Extraction and Likelihood Inference for Linear UC Models; Part Two: Unobserved Components in Economic Time Series; Part Three: Testing in Unobserved Components Models; Part Four: Non-Linear and Non-Gaussian Models; References; Author Index; Subject IndexThis 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. - ;This book 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 thAdvanced texts in econometrics.Econometric modelsElectronic books.Unobserved components modelsEconometric models.330/.01/51955Harvey A. C(Andrew C.)982067Proietti Tommaso1964-982068MiAaPQMiAaPQMiAaPQBOOK9910450919403321Readings in unobserved components models2241341UNINA