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~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Allen, David E."
~person:"Koopman, Siem Jan"
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Allen, David E.
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
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pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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