Related Books
Language: en
Pages: 574
Pages: 574
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press
A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoreti
Language: en
Pages: 578
Pages: 578
Type: BOOK - Published: 1990-02-22 - Publisher: Cambridge University Press
In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, struct
Language: en
Pages: 573
Pages: 573
Type: BOOK - Published: 2014-05-18 - Publisher:
This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensiv
Language: en
Pages: 250
Pages: 250
Type: BOOK - Published: 1981 - Publisher:
Stationary stochastic process and their properties in the time domain; The frequency domain; State space models and the kalman filter; Estimation of autoregress
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 1993 - Publisher: Financial Times/Prentice Hall
A companion volume to The Econometric Analysis of Time series, this book focuses on the estimation, testing and specification of dynamic models which are not ba