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Readings in unobserved components models /

Bibliographic Details
Other Authors: Harvey, A. C. (Andrew C.), Proietti, Tommaso, 1964-
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, 2005.
Series:Advanced texts in econometrics.
Subjects:
Econometric models.
Unobserved components models.
Online Access:Table of contents
Description
Physical Description:xv, 458 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references and indexes.
ISBN:0199278652 (hbk. : acid-free paper)
0199278695 (pbk. : acid-free paper)