Call Boomerang Books 1300 36 33 32

Description - Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey

This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose.

Buy Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521405737
ISBN-10: 0521405734
Format: Paperback
(228mm x 152mm x 32mm)
Pages: 572
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 28-Feb-1991
Country of Publication: United Kingdom

Other Editions - Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey

Book Reviews - Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey

» Have you read this book? We'd like to know what you think about it - write a review about Forecasting, Structural Time Series Models and the Kalman Filter book by Andrew C. Harvey and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review