Forecasting, Structural Time Series Models and the Kalman Filter - Harvey, Andrew C. (London School of Economics and Political Science) - Books - Cambridge University Press - 9780521321969 - February 22, 1990
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Forecasting, Structural Time Series Models and the Kalman Filter

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This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.


572 pages, 45 line diagrams

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 22, 1990
ISBN13 9780521321969
Publishers Cambridge University Press
Pages 572
Dimensions 152 × 229 × 37 mm   ·   1 kg
Language English  

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