Readings in unobserved components models
Year of publication: |
2005
|
---|---|
Other Persons: | Harvey, Andrew C. (ed.) ; Proietti, Tommaso (contributor) |
Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Ökonometrisches Modell | Econometric model | Zustandsraummodell | State space model | Latente Variable |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
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Die Analyse fehlspezifizierter Modelle mit latenten Variablen
Berz, Ulrich, (1996)
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph, (2005)
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Time series models for business and economic forecasting
Franses, Philip Hans, (2014)
- More ...
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Proietti, Tommaso, (2000)
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Readings in unobserved components models
Harvey, Andrew C., (2005)
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On the probability of estimating a deterministic component in the local level model
Harvey, Andrew C., (1990)
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