Forecasting, Structural Time Series Models and the Kalman Filter |
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| Author:
| Harvey, Andrew C. |
| ISBN: | 978-0-521-40573-7 |
| Publication Date: | Feb 1991 |
| Publisher: | Cambridge University Press
|
| Book Format: | Paperback |
| List Price: | USD $44.99 |
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.
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.