State Space and Unobserved Component Models: Theory and Applications
ISBN-13:
9780521835954
ISBN-10:
052183595X
Edition:
Illustrated
Author:
Andrew Harvey, Siem Jan Koopman, Neil Shephard
Publication date:
2004
Publisher:
Cambridge University Press
Format:
Hardcover
394 pages
Category:
Econometrics & Statistics
,
Economics
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Book details
ISBN-13:
9780521835954
ISBN-10:
052183595X
Edition:
Illustrated
Author:
Andrew Harvey, Siem Jan Koopman, Neil Shephard
Publication date:
2004
Publisher:
Cambridge University Press
Format:
Hardcover
394 pages
Category:
Econometrics & Statistics
,
Economics
Summary
State Space and Unobserved Component Models: Theory and Applications (ISBN-13: 9780521835954 and ISBN-10: 052183595X), written by authors
Andrew Harvey, Siem Jan Koopman, Neil Shephard, was published by Cambridge University Press in 2004.
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Description
Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline.
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