9780199278657 - readings in unobserved components models (advanced texts in econometrics) (3 resultados)
Idioma: Inglés
Editorial: Oxford University Press, 2005
Serie: Advanced Texts in Econometrics, Libro 20 de 26. Libro 20 de 26 - Advanced Texts in Econometrics
- Tapa dura
Librería: George Cross Books, Lexington, MA, Estados Unidos de AmericaGeorge Cross Books
Contactar con el vendedorVendedor de 5 estrellasMiembro de asociación: IOBA
Condición: Usado
EUR 56,81
Envío por EUR 3,50Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. First ition edition. New/New (31282) . New book in a new dust jacket. Clean, tight, unmarked. No remainder mark! This book 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. It contains four parts, three o…f which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. The first part focuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking, and the use of state space methods for spline smoothing. Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design. The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain variance parameters are zero, with special reference to stationarity tests. Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and non Gaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques. The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurred in the last years.
Idioma: Inglés
Editorial: Oxford University Press, 2005
Serie: Advanced Texts in Econometrics, Libro 20 de 26. Libro 20 de 26 - Advanced Texts in Econometrics
- Tapa dura
Librería: George Cross Books, Lexington, MA, Estados Unidos de AmericaGeorge Cross Books
Contactar con el vendedorVendedor de 5 estrellasMiembro de asociación: IOBA
Condición: Usado
EUR 56,81
Envío por EUR 3,50Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. First ition edition. New/New (31284) . New book in a new dust jacket. Clean, tight, unmarked. No remainder mark! This book 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. It contains four parts, three o…f which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. The first part focuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking, and the use of state space methods for spline smoothing. Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design. The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain variance parameters are zero, with special reference to stationarity tests. Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and non Gaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques. The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurred in the last years.
Idioma: Inglés
Editorial: OXFORD UNIV PR, 2005
Serie: Advanced Texts in Econometrics, Libro 20 de 26. Libro 20 de 26 - Advanced Texts in Econometrics
- Tapa dura
Librería: Buchpark, Trebbin, AlemaniaBuchpark
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Excelente
EUR 206,56
Envío por EUR 105,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Sehr gut. Zustand: Sehr gut | Seiten: 376 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
