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Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey
Forecasting, Structural Time Series Models and the Kalman Filter

Andrew C. Harvey

Forecasting, Structural Time Series Models and the Kalman Filter

Andrew C. Harvey

572 pages first pub 1990 (editions)

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This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of th...

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