Central Bank of Nigeria Library

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

By: Material type: TextTextPublication 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 Monograph & others CBN HQ Library General Stacks Non-fiction 519.5'5 HAR (Browse shelf(Opens below)) c.1 Available 31008100139043

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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