Readings in Unobserved Components Models: Advanced Texts in Econometrics

Readings in Unobserved Components Models: Advanced Texts in Econometrics

by Andrew C. Harvey
     
 

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions

Overview

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Product Details

ISBN-13:
9780199278695
Publisher:
Oxford University Press, USA
Publication date:
06/23/2005
Series:
Advanced Texts in Econometrics Series
Pages:
474
Product dimensions:
9.20(w) x 6.10(h) x 1.10(d)

Related Subjects

Meet the Author

Andrew Harvey is Professor of Econometrics at the University of Cambridge. Tommaso Proietti is Professor of Economic Statistics at the University of Udine, Italy.

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