Forecasting Structural Time Series Models The Kalman Filter

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Forecasting, Structural Time Series Models and the Kalman Filter

Forecasting, Structural Time Series Models and the Kalman Filter
Author :
Publisher : Cambridge University Press
Total Pages : 574
Release :
ISBN-10 : 0521405734
ISBN-13 : 9780521405737
Rating : 4/5 (737 Downloads)
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Book Synopsis Forecasting, Structural Time Series Models and the Kalman Filter by : Andrew C. Harvey

Download or read book Forecasting, Structural Time Series Models and the Kalman Filter 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. 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.


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