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~isPartOf:"Cambridge Working Papers in Economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Regression analysis"
~subject:"Time series analysis"
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Harvey, Andrew C.
3
Delle Monache, Davide
1
Koopman, Siem Jan
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Streibel, Mariane
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Cambridge Working Papers in Economics
Journal of economic dynamics & control
Cambridge working papers in economics
19
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.
;
Delle Monache, Davide
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
Saved in:
2
Computing observation weights for signal extraction and filtering
Koopman, Siem Jan
;
Harvey, Andrew C.
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
Saved in:
3
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
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