{"product_id":"forecasting-structural-time-series-models-the-kalman-filter-9780521321969","title":"Forecasting Structural Time Series Models  the Kalman Filter","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e'… if you're looking for a state of the art monograph on applied aspects of state-space representations, and Kalman filtering … then Harvey's book is required reading.' Econometric Theory\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eList of figures; Acknowledgement; Preface; Notation and conventions; List of abbreviations; 1. Introduction; 2. Univariate time series models; 3. State space models and the Kalman filter; 4. Estimation, prediction and smoothing for univariate structural time series models; 5. Testing and model selection; 6. Extensions of the univariate model; 7. Explanatory variables; 8. Multivariate models; 9. Continuous time; Appendices; Selected answers to exercises; References; Author index; Subject index.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":51767649960279,"sku":"9780521321969","price":125.48,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780521321969.jpg?v=1758714185","url":"https:\/\/bookcurl.com\/products\/forecasting-structural-time-series-models-the-kalman-filter-9780521321969","provider":"Book Curl","version":"1.0","type":"link"}