State Space And Unobserved Component Models
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Type: BOOK - Published: 2004-06-10 - Publisher: Cambridge University Press
A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
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Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothin
Language: en
Pages: 192
Pages: 192
Type: BOOK - Published: 2007-07-19 - Publisher: OUP Oxford
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t
Language: en
Pages: 472
Pages: 472
Type: BOOK - Published: 2005-04-07 - Publisher: OUP Oxford
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
Language: en
Pages: 417
Pages: 417
Type: BOOK - Published: 2016-04-30 - Publisher: Springer
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci