6948644
9780521321969
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.Harvey, Andrew C. is the author of 'Forecasting, Structural Time Series Models and the Kalman Filter', published 1990 under ISBN 9780521321969 and ISBN 0521321964.
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