Readings in Unobserved Components Models by Harvey
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 SeriesAdvanced 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.-
Non-Stationary Time Series Analysis and Cointegration
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Dynamic Econometrics
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The Cointegrated VAR Model
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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Generalized Method of Moments
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Periodic Time Series Models
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ARCH: Selected Readings
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Modelling Nonlinear Economic Time Series
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Stochastic Volatility
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Finite Sample Econometrics
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Modelling Economic Series
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Bayesian Inference in Dynamic Econometric Models
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Micro-Econometrics for Policy, Program and Treatment Effects
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Panel Data Econometrics
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Periodicity and Stochastic Trends in Economic Time Series
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Testing Exogeneity
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Long-Run Economic Relationships
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Workbook on Cointegration
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Modelling Seasonality
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The Econometrics of Macroeconomic Modelling
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Time-Series-Based Econometrics
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Modelling Non-Linear Economic Relationships
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Stochastic Limit Theory
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Cognitive Behavioural Processes across Psychological Disorders
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Connemara
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Peddars Way & Norfolk Coast Path
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Living and Dying in England 1100-1540
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Pennine Bridleway
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The Comparative Method in Evolutionary Biology
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Time Series Models
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A Pretty Pickle
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New Uses for New Phylogenies
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A Home Remembered
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Harvey to the Rescue
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Winter of Discontent
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Embracing Their Memory
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Turkish Harems and Circassian Homes
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A Journey in Ladakh
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Social Justice & City Pb
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Checklist for Change %%%
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Galloway Hills
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Pitlochry XT25
..can be recommended to all those researchers engaged in this field, either on a more theoretical basis or with more emphasis on practical issues.
Andrew Harvey is Professor of Econometrics at the University of Cambridge.
Tommaso Proietti is Professor of Economic Statistics at the University of Udine, Italy
| SKU | Unavailable |
| ISBN 13 | 9780199278695 |
| ISBN 10 | 0199278695 |
| Title | Readings in Unobserved Components Models |
| Author | Harvey |
| Series | Advanced Texts In Econometrics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Oxford University Press |
| Year published | 2005-04-07 |
| Number of pages | 480 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |