State Space and Unobserved Component Models - Theory and Applications (Paperback)

This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	September 2012
First published:	May 2012
Editors:	Andrew Harvey • Siem Jan Koopman • Neil Shephard
Dimensions:	241 x 170 x 25mm (L x W x T)
Format:	Paperback - Trade
Pages:	398
ISBN-13:	978-1-107-40743-5
Categories:	Books > Business & Economics > Economics > Econometrics > Economic statistics Promotions
LSN:	1-107-40743-5
Barcode:	9781107407435

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