Synopsis
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.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
"synopsis" may belong to another edition of this title.
About the Author
Andrew Harvey is Professor of Econometrics at the University of Cambridge. Tommaso Proietti is Professor of Economic Statistics at the University of Udine, Italy.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Readings in Unobserved Components Models (Advanced...
Stock Image
Readings in Unobserved Components Models (Advanced Texts in Econometrics)
Published by
Oxford University Press, 2005
ISBN 10: 0199278695
ISBN 13: 9780199278695
Used
paperback
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_357258806
Stock Image
Readings in Unobserved Components Models (Advanced Texts in Econometrics)
Published by
Oxford University Press, 2005
ISBN 10: 0199278695
ISBN 13: 9780199278695
Used
Paperback
Seller: My Dead Aunt's Books, Hyattsville, MD, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Very Good. Unmarked trade paperback. Seller Inventory # 084838
Stock Image
Readings in Unobserved Components Models
Published by
Oxford University Press, 2005
ISBN 10: 0199278695
ISBN 13: 9780199278695
Used
Paperback
Seller: Grey Matter Books, Hadley, MA, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Very Good. Text is unmarked; pages are bright. Binding is tight and square. Covers show just a little light wear around the corners. 458pp. Seller Inventory # 067651
Seller Image
Readings In Unobserved Components Models
Published by
Oxford University Press, 2005
ISBN 10: 0199278695
ISBN 13: 9780199278695
Used
Softcover
Seller: George Jeffery Books, HERTFORDSHIRE, United Kingdom
Seller rating 5 out of 5 stars
Softcover. Condition: Near Fine. Book measures 23.5x16.cm. xv,458pp. A virtually new clean paperback. Internally, pages clean throughout. Size: 8vo. Seller Inventory # 012400
Buy Used
US$ 64.97
Shipping:
US$ 23.00
From United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Readings in Unobserved Components Models (eng)
Print on DemandSeller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 4 out of 5 stars
Condition: new. Questo è un articolo print on demand. Seller Inventory # 142be45d437e4a20a61c81814446d22d
Seller Image
Readings In Unobserved Components Models
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 3363915-n
Stock Image
Readings in Unobserved Components Models (Advanced Texts in Econometrics)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580051167
Stock Image
Readings in Unobserved Components Models
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780199278695
Stock Image
Readings in Unobserved Components Models
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780199278695
Buy New
US$ 111.57
Shipping:
US$ 7.71
From United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Readings in Unobserved Components Models (Paperback)
Published by
Oxford University Press, Oxford, 2005
ISBN 10: 0199278695
ISBN 13: 9780199278695
New
Paperback
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. This book 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. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications.The first partfocuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking,and the use of state space methods for spline smoothing.Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design.The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain varianceparameters are zero, with special reference to stationarity tests.Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and nonGaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques.The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurredin the last years. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780199278695