Forecasting, Structural Time Series Models and the Kalman Filter
Download or Read eBook Forecasting, Structural Time Series Models and the Kalman Filter PDF written by Andrew C. Harvey and published by Cambridge University Press. This book was released on 1990 with total page 574 pages. Available in PDF, EPUB and Kindle.
| Author | : Andrew C. Harvey |
| Publisher | : Cambridge University Press |
| Total Pages | : 574 |
| Release | : 1990 |
| ISBN-10 | : 0521405734 |
| ISBN-13 | : 9780521405737 |
| Rating | : 4/5 (34 Downloads) |
Book Synopsis Forecasting, Structural Time Series Models and the Kalman Filter by : Andrew C. Harvey
Book excerpt: A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series.
