Forecasting, Structural Time Series Models and the Kalman Filter

Forecasting, Structural Time Series Models and the Kalman Filter

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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.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.


Title:Forecasting, Structural Time Series Models and the Kalman Filter
Author: Andrew C. Harvey
Publisher:Cambridge University Press - 1990
ISBN-13:

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