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(Ebook) Readings in Unobserved Components Models by Andrew C. Harvey, Tommaso Proietti ISBN 9780199278695, 0199278695

  • SKU: EBN-1133486
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Authors:Andrew C. Harvey, Tommaso Proietti
Pages:475 pages.
Year:2005
Editon:First Edition
Publisher:Oxford University Press, USA
Language:english
File Size:2.71 MB
Format:pdf
ISBNS:9780199278695, 0199278695
Categories: Ebooks

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(Ebook) Readings in Unobserved Components Models by Andrew C. Harvey, Tommaso Proietti ISBN 9780199278695, 0199278695

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. 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.
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