Signal extraction and the formulation of unobserved components models
by Andrew Harvey and Siem Jan Koopman
| Year of publication: |
1999
|
|---|---|
| Authors: | Harvey, Andrew ; Koopman, Siem Jan |
| Publisher: |
Tilburg |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam, ISSN 0924-7815, ZDB-ID 2174283-2. - Vol. 9944 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001377167