The Resource Readings in unobserved components models, edited by Andrew C. Harvey and Tommaso Proietti

Readings in unobserved components models, edited by Andrew C. Harvey and Tommaso Proietti

Label
Readings in unobserved components models
Title
Readings in unobserved components models
Statement of responsibility
edited by Andrew C. Harvey and Tommaso Proietti
Contributor
Subject
Language
eng
Summary
"This book 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 contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, non-linear, and non-Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications." "The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors to provide a unified view of the literature and the many important developments that have occurred in the last years."--BOOK JACKET
Cataloging source
DLC
Dewey number
330/.01/51955
Index
no index present
LC call number
HB141
LC item number
.R393 2005
Literary form
non fiction
Series statement
Advanced texts in econometrics
Label
Readings in unobserved components models, edited by Andrew C. Harvey and Tommaso Proietti
Publication
Bibliography note
Includes bibliographical references and indexes
http://library.link/vocab/branchCode
  • zbnus
  • mel
Control code
000026401444
Dimensions
24 cm
Extent
xv, 458 p.
Isbn
9780199278657
Isbn Type
(hbk. : acid-free paper)
Lccn
2004027318
Other physical details
ill.
http://library.link/vocab/recordID
.b21309887
System control number
  • 26401444jnm
  • (OCoLC)57002392

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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