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Unobserved components in economic time series
Maravall, Agustín, (1993)
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J., (1995)
Maravall Herrero, Agustín, (1996)
Composite monetary indicators for the United Kingdom : construction and empirical analysis
Mills, Terence C., (1983)
The econometric modelling of financial time series
Mills, Terence C., (1999)
Time series techniques for economists
Mills, Terence C., (1991)