02578nam 22006854a 450 991082873060332120200520144314.01-383-04234-91-280-84406-X97866108440670-19-151554-X1-4294-6946-310.1093/oso/9780199278657.001.0001(CKB)1000000000412433(EBL)422469(OCoLC)437108605(SSID)ssj0000233175(PQKBManifestationID)11220576(PQKBTitleCode)TC0000233175(PQKBWorkID)10234934(PQKB)11222121(Au-PeEL)EBL422469(CaPaEBR)ebr10233702(CaONFJC)MIL84406(MiAaPQ)EBC422469(OCoLC)1406787419(StDuBDS)9781383042344(EXLCZ)99100000000041243320041116d2005 uy 0engur|n|---|||||txtccrReadings in unobserved components models /edited by Andrew C. Harvey and Tommaso Proietti1st ed.Oxford ;New York Oxford University Press20051 online resource (475 p.)Advanced texts in econometricsFormerly CIP.UkPreviously issued in print: 2005.0-19-927869-5 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. It is intended to give a self-contained presentation of the methods and applicative issues.Advanced texts in econometrics.Econometric modelsUnobserved components modelsEconometric models.330/.01/51955Harvey A. C(Andrew C.)982067Proietti Tommaso1964-1718555MiAaPQMiAaPQMiAaPQBOOK9910828730603321Readings in unobserved components models4115614UNINA