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Forecasting, Structural Time Series Models and the Kalman Filter Harvey, Andrew C. (London School of Economics and Political Science)
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Forecasting, Structural Time Series Models and the Kalman Filter
Harvey, Andrew C. (London School of Economics and Political Science)
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.
572 pages, 45 line diagrams, indexes, appendixes
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 28, 1991 |
| ISBN13 | 9780521405737 |
| Publishers | Cambridge University Press |
| Pages | 572 |
| Dimensions | 155 × 228 × 35 mm · 858 g |
| Language | English |