000			02019nam a22003017a 4500
003			ZW-GwMSU
005			20240802094214.0
008			240726b |||||||| |||| 00| 0 eng d
020			_a9780199683666
020			_a0199683662
040			_arda _bEnglish _cMSULIB _erda
050	0	0	_aHB139 UNO
100	1		_aKoopman, Siem Jan _eeditor
245	1	0	_aUnobserved components and time series econometrics / _cedited by Siem Jan Koopman and Neil Shephard.
264		1	_bOxford University Press, _c2015.
300			_axvii, 370 pages : _billustrations ; _c24 cm
336			_atext _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references (pages 349-370) and index.
520	8		_aThis 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	_aEconometrics.
650		0	_aTime-series analysis.
650		7	_aEconometrics.
650		7	_aTime-series analysis.
700	1		_aShephard, Neil, _eeditor.
942			_2lcc _cB
999			_c166321 _d166321