Readings in unobserved components models / / edited by Andrew C. Harvey and Tommaso Proietti
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| Titolo: |
Readings in unobserved components models / / edited by Andrew C. Harvey and Tommaso Proietti
|
| Pubblicazione: | Oxford ; ; New York, : Oxford University Press, 2005 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (475 p.) |
| Disciplina: | 330/.01/51955 |
| Soggetto topico: | Econometric models |
| Soggetto non controllato: | Unobserved components models |
| Altri autori: |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964->
|
| Note generali: | Formerly CIP. |
| Previously issued in print: 2005. | |
| Nota di bibliografia: | Includes bibliographical references and indexes. |
| Nota di contenuto: | 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 Index |
| Sommario/riassunto: | This 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. |
| Titolo autorizzato: | Readings in unobserved components models |
| ISBN: | 1-383-04234-9 |
| 1-280-84406-X | |
| 9786610844067 | |
| 0-19-151554-X | |
| 1-4294-6946-3 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910828730603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Advanced texts in econometrics.