Wentworth
Institute of Technology
Readings in unobserved components models /
This volume 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. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major con...
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| Other Authors: | , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2005.
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| Series: | Advanced texts in econometrics.
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| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |
| Local Note: | ProQuest Ebook Central |