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Economics/Finances State Space and Unobserved Component Models: Theory and Applications

Posted on 2010-03-16




Name:Economics/Finances State Space and Unobserved Component Models: Theory and Applications
ASIN/ISBN:052183595X
Language:English
File size:5.9 Mb
Publish Date: 2004
ISBN: 052183595X
Pages: 394 pages
File Type: PDF
File Size: 5,9 MB
Other Info: Cambridge University Press
   Economics/Finances State Space and Unobserved Component Models: Theory and Applications

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Andrew Harvey, Siem Jan Koopman, Neil Shephard, "State Space and Unobserved Component Models: Theory and Applications"

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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