Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti
| Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
| Descrizione fisica | 1 online resource (475 p.) |
| Disciplina | 330/.01/51955 |
| Altri autori (Persone) |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964-> |
| Collana | Advanced texts in econometrics |
| Soggetto topico | Econometric models |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato | Unobserved components models |
| ISBN |
1-280-84406-X
9786610844067 0-19-151554-X 1-4294-6946-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910450919403321 |
| Oxford ; ; New York, : Oxford University Press, 2005 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti
| Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
| Descrizione fisica | 1 online resource (475 p.) |
| Disciplina | 330/.01/51955 |
| Altri autori (Persone) |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964-> |
| Collana | Advanced texts in econometrics |
| Soggetto topico | Econometric models |
| Soggetto non controllato | 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 | eng |
| 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 |
| Record Nr. | UNINA-9910777050703321 |
| Oxford ; ; New York, : Oxford University Press, 2005 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||