LEADER 02769nam 22006254a 450 001 9910777050703321 005 20230617040651.0 010 $a1-383-04234-9 010 $a1-280-84406-X 010 $a9786610844067 010 $a0-19-151554-X 010 $a1-4294-6946-3 035 $a(CKB)1000000000412433 035 $a(EBL)422469 035 $a(OCoLC)437108605 035 $a(SSID)ssj0000233175 035 $a(PQKBManifestationID)11220576 035 $a(PQKBTitleCode)TC0000233175 035 $a(PQKBWorkID)10234934 035 $a(PQKB)11222121 035 $a(Au-PeEL)EBL422469 035 $a(CaPaEBR)ebr10233702 035 $a(CaONFJC)MIL84406 035 $a(MiAaPQ)EBC422469 035 $a(EXLCZ)991000000000412433 100 $a20041116d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aReadings in unobserved components models$b[electronic resource] /$fedited by Andrew C. Harvey and Tommaso Proietti 210 $aOxford ;$aNew York $cOxford University Press$d2005 215 $a1 online resource (475 p.) 225 1 $aAdvanced texts in econometrics 300 $aDescription based upon print version of record. 311 $a0-19-927869-5 311 $a0-19-927865-2 320 $aIncludes bibliographical references and indexes. 327 $aContents; 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 Index 330 $aThis volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature. - ;This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with th 410 0$aAdvanced texts in econometrics. 606 $aEconometric models 610 $aUnobserved components models 615 0$aEconometric models. 676 $a330/.01/51955 701 $aHarvey$b A. C$g(Andrew C.)$0982067 701 $aProietti$b Tommaso$f1964-$01536993 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910777050703321 996 $aReadings in unobserved components models$93786048 997 $aUNINA