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Business/Investing Readings in Unobserved Components Models (Advanced Texts in Econometrics)
Posted on 2010-03-15
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More By Andrew C. Harvey, Tommaso Proietti, "Readings in Unobserved Components Models (Advanced Texts in Econometrics)" This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. download:
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