789895
9780521405737
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' with ISBN 9780521405737 and ISBN 0521405734.
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