Forecasting, Structural Time Series Models, and the Kalman Filter/
Harvey, A. C.
Forecasting, Structural Time Series Models, and the Kalman Filter/ - Cambridge; New York: Cambridge University Press, 1989. - xvi, 554 p.:ill,
Includes bibliographical references (p. 529-542) and indexes.
This book provides a framework which includes behavioral econometric models as well as the simplest kinds of univariate time series models. It also emphasis is on the development of models which can be used in practice, and the way in which such models can be selected.
0521405734 (paperback)
Time-series analysis.
Kalman Filtering.
QA280 / .H38 1989
519.5'5 / HAR
Forecasting, Structural Time Series Models, and the Kalman Filter/ - Cambridge; New York: Cambridge University Press, 1989. - xvi, 554 p.:ill,
Includes bibliographical references (p. 529-542) and indexes.
This book provides a framework which includes behavioral econometric models as well as the simplest kinds of univariate time series models. It also emphasis is on the development of models which can be used in practice, and the way in which such models can be selected.
0521405734 (paperback)
Time-series analysis.
Kalman Filtering.
QA280 / .H38 1989
519.5'5 / HAR