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person:"Kapetanios, George"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~type_genre:"Working Paper"
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Kapetanios, George
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
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1997
Persistent link: https://www.econbiz.de/10000960677
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Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000934066
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