Unobserved components and time series econometrics

This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the...

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Bibliographic Details

Other Authors:	Koopman, S. J. (Editor), Shephard, Neil (Editor)
Format:	Electronic Resource
Language:	English
Published:	Oxford Oxford University Press 2015.
Subjects:	Econometrics. Time-series analysis. Electronic books.
Online Access:	Available for the University of the Philippines System via Oxford scholarship online. Click here to access