Forecasting, Structural Time Series Models and the Kalman Filter - Harvey, Andrew C. (London School of Economics and Political Science) - Books - Cambridge University Press - 9780521405737 - February 28, 1991
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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, indexes, appendixes

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 28, 1991
ISBN13 9780521405737
Publishers Cambridge University Press
Pages 572
Dimensions 155 × 228 × 35 mm   ·   807 g
Language English  

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