Positivity conditions for stochastic state space modelling of time series
Year of publication: |
1992
|
---|---|
Authors: | Heij, Christiaan |
Other Persons: | Kloek, Teunis (contributor) ; Lucas, André (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 11.1992, 3, p. 379-396
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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