Free delivery on all orders above $30
Get 10% off all year round! Join Thryft Club
Get 10% off all year round and $10 off your next order! Join Thryft Club

Your cart

Your cart is empty

Check out these collections!

Bestselling Fiction
Bestselling Nonfiction
Bestselling Books for Children
Vintage and Rare Books
Vinyl Records
Women's Clothing
Men's Clothing

Stay in touch and win free books

Keep up with our latest sales and events, and receive
recommendations direct to your inbox. We'll only send the good stuff, promise!

By completing this form, you are signing up to receive our emails and can unsubscribe at any time

Forecasting, Structural Time Series Models and the Kalman Filter

by Andrew C. Harvey
Compare to estimated retail price: S$71.75  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Forecasting, Structural Time Series Models and the Kalman Filter
Forecasting, Structural Time Series Models and the Kalman Filter

Advanced econometrics meets practical time series analysis.

If you've been finding traditional econometrics disconnected from practical time series analysis, Andrew Harvey's work might be the bridge you've been looking for. It dives into the complexities of forecasting with a rigorous yet applied approach, blending theory with real-world applicability through the Kalman filter technique. Perfect for someone looking to deepen their understanding of economic and social time series models.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

Forecasting, Structural Time Series Models and the Kalman Filter

by Andrew C. Harvey
Compare to estimated retail price: S$71.75  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

Find out more about our process here.

Save 10% On This Item as a Thryft Club Member

Join Thryft Club for S$30/year and enjoy 10% off everything, plus S$10 off your first order. Join now →

ISBN: 9780521405737
Authors: Andrew C. Harvey
Publisher: Cambridge University Press
Date of Publication: 1991-04-26
Format: Paperback
Related Collections: Economics, Science
Related Topics: Mathematics, Finance, Society
Goodreads rating: 4.18
(rated by 11 readers)

Description

This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose.
 

Advanced econometrics meets practical time series analysis.

If you've been finding traditional econometrics disconnected from practical time series analysis, Andrew Harvey's work might be the bridge you've been looking for. It dives into the complexities of forecasting with a rigorous yet applied approach, blending theory with real-world applicability through the Kalman filter technique. Perfect for someone looking to deepen their understanding of economic and social time series models.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.