LEADER 02578nam 22006854a 450 001 9910828730603321 005 20200520144314.0 010 $a1-383-04234-9 010 $a1-280-84406-X 010 $a9786610844067 010 $a0-19-151554-X 010 $a1-4294-6946-3 024 7 $a10.1093/oso/9780199278657.001.0001 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(OCoLC)1406787419 035 $a(StDuBDS)9781383042344 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 /$fedited by Andrew C. Harvey and Tommaso Proietti 205 $a1st ed. 210 $aOxford ;$aNew York $cOxford University Press$d2005 215 $a1 online resource (475 p.) 225 1 $aAdvanced texts in econometrics 300 $aFormerly CIP.$5Uk 300 $aPreviously issued in print: 2005. 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 8 $aThis volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It is intended to give a self-contained presentation of the methods and applicative issues. 410 0$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-$01718555 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910828730603321 996 $aReadings in unobserved components models$94115614 997 $aUNINA