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Business & Money

Econometrics & Statistics

Forecasting, Structural Time Series Models and the Kalman Filter

Condition: USED (All books are in used condition)

Condition - Very Good
The item shows wear from consistent use, but it remains in good condition and functions properly. Item may arrive with damaged packaging or be repackaged. It may be marked, have identifying markings on it, or have minor cosmetic damage. It may also be missing some parts/accessories or bundled items.

Forecasting, Structural Time Series Models and the Kalman Filter
- Used Book in Good Condition
This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose.
Country USA
Brand Cambridge University Press
Manufacturer Cambridge University Press
Binding Paperback
ItemPartNumber A-171-471
ReleaseDate 2008-01-12
UnitCount 1
EANs 9780521405737

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