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Unobserved components and time serie...

Koopman, S. J.

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Unobserved components and time series econometrics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Unobserved components and time series econometrics // edited by Siem Jan Koopman and Neil Shephard.
remainder title:	Unobserved components & time series econometrics
other author:	Koopman, S. J.
Published:	Oxford :Oxford University Press, : 2015.,
Description:	xvii, 370 p. :ill. ;24 cm.
Subject:	Econometrics. -
ISBN:	9780199683666

Unobserved components and time series econometrics /
Unobserved components and time series econometrics /Unobserved components & time series econometricsedited by Siem Jan Koopman and Neil Shephard. - 1st ed. - Oxford :Oxford University Press,2015. - xvii, 370 p. :ill. ;24 cm.

Includes bibliographical references (p. [349]-370) and index.

This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering.

ISBN: 9780199683666GBP60.00

LCCN: 2015941107Subjects--Topical Terms:

542934
Econometrics.

LC Class. No.: HB139 / .U56 2015

Dewey Class. No.: 330

Unobserved components and time series econometrics /
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005 20160328143924.0
008 170315s2015 enka b 001 0 eng d
010 $a 2015941107
020 $a 9780199683666 $q (hbk.) : $c GBP60.00
020 $a 0199683662 $q (hbk.)
020 $a 9780191506574 $q (ebk.)
020 $a 0191506575 $q (ebk.)
040 $a ERASA $b eng
050 0 0 $a HB139 $b .U56 2015
082 0 4 $a 330
245 1 0 $a Unobserved components and time series econometrics / $c edited by Siem Jan Koopman and Neil Shephard.
246 3 1 $a Unobserved components & time series econometrics
250 $a 1st ed.
260 # $a Oxford : $b Oxford University Press, $c 2015.
300 $a xvii, 370 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. [349]-370) and index.
520 $a This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering.
650 # 0 $a Econometrics. $3 542934
650 # 0 $a Time-series analysis. $3 532530
700 1 # $a Koopman, S. J. $q (Siem Jan), $e editor. $3 3205499
700 1 # $a Shephard, Neil, $e editor. $3 3205500