Readings in unobserved components models /

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 con...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Other Authors: Harvey, A. C. (Andrew C.), Proietti, Tommaso, 1964-
Format: Electronic eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2005
Series:Advanced texts in econometrics.
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Local Note:ProQuest Ebook Central