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Readings In Unobserved Components Models (Advanced Texts in Econometrics)

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ISBN: 0199278695
Издательство: Oxford University Press
Год издания: 2005
Book DescriptionThis volume 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. The book is intended to give a self-contained presentation ofthe methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature.
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