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Unobserved Components and Time Series Econometrics

By Koopman, Siem Jan

Unobserved Components and Time Series Econometrics

By Koopman, Siem Jan

- Default Title
Description
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 AndrewHarvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application ineconomics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well toresearchers and graduate students in statistics, econometrics, and engineering.
Product details
Edition:
illustrated
Number of Pages:
390
Release Date:
2016-01-19
Publication Date:
2016-01-01
Publisher:
Oxford University Press(UK)
Languages:
Original: English
ISBN10:
0199683662
ISBN13:
9780199683666
GPSR Manufacturer Reference:
[email protected]
Weight:
749 g
Height:
161 cm
Width:
240 cm
Thickness:
25 cm
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