A standard error for the estimated state vector of a state-space model
| Year of publication: |
1986
|
|---|---|
| Authors: | Hamilton, James D. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 33.1986, 3, p. 387-397
|
| Publisher: |
Elsevier |