A Bayesian approach to state space multivariate time series modeling
| Year of publication: |
1992
|
|---|---|
| Authors: | Dorfman, Jeffrey H. ; Havenner, Arthur M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 3, p. 315-346
|
| Publisher: |
Elsevier |