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Readings In Unobserved Components Models Advanced Texts In Econometrics Andrew C Harvey

  • SKU: BELL-1795156
Readings In Unobserved Components Models Advanced Texts In Econometrics Andrew C Harvey
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Readings In Unobserved Components Models Advanced Texts In Econometrics Andrew C Harvey instant download after payment.

Publisher: Oxford University Press, USA
File Extension: PDF
File size: 2.79 MB
Pages: 475
Author: Andrew C. Harvey, Tommaso Proietti, Editors
ISBN: 9780199278657, 0199278652
Language: English
Year: 2005

Product desciption

Readings In Unobserved Components Models Advanced Texts In Econometrics Andrew C Harvey by Andrew C. Harvey, Tommaso Proietti, Editors 9780199278657, 0199278652 instant download after payment.

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 contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature.

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