Forecasting, Structural Time Series Models, and the Kalman Filter/

By:

Harvey, A. C

Material type: Text

TextPublication details: Cambridge; New York: Cambridge University Press, 1989.Description: xvi, 554 p.:illISBN:

0521405734 (paperback)

Subject(s):

DDC classification:

519.5'5 HAR

LOC classification:

QA280 .H38 1989

Online resources:

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	519.5'5 HAR (Browse shelf(Opens below))	c.1	Available		31008100139043

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Previous	519.5'4 USE The Uses and abuses of forecasting /	519.5'42 LEO Bayesian methods :	519.5'42 LEO Bayesian methods :	519.5'5 HAR Forecasting, Structural Time Series Models, and the Kalman Filter/	519.5'5 JEN Practical experiences with modelling and forecasting time series /	519.5'5 KIT Introduction to time series modeling /	519.5'5 KIT Introduction to time series modeling /	Next

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.

asm; 12/03/2018

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