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Forecasting, Structural Time Series Models and the Kalman Filter

Forecasting, Structural Time Series Models and the Kalman Filter( )
Author: Harvey, Andrew C.
ISBN:978-0-521-32196-9
Publication Date:Feb 1990
Publisher:Cambridge University Press
Book Format:Hardback
List Price:USD $165.00
Book Description:

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.

Book Details
Pages:572
Detailed Subjects: Mathematics / Probability & Statistics / Time Series
Physical Dimensions (W X L X H):5.928 x 8.931 x 1.443 Inches
Book Weight:2.222 Pounds



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