Andrew C. Harvey
Forecasting, Structural Time Series Models and the Kalman Filter
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- ISBN 13:
- 9780521405737
- author:
- Andrew C. Harvey
- format:
- Paperback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 1991
- Pages:
- 572
- Dimensions:
- 152 mm X 229 mm
- Genre:
- Economics Textbook
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey
This comprehensive review brings together concepts from time series and econometrics literature, providing a thorough examination of both theoretical and applied aspects.
The book focuses on modeling economic and social time series, addressing the unique challenges posed by these types of data and exploring the application of Kalman filtering in conjunction with econometric and time series methodology.
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