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~person:"Koopman, Siem Jan"
~isPartOf:"State space and unobserved component models : theory and applications"
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State space and unobserved component models : theory and applications
Discussion paper / Tinbergen Institute
102
International journal of forecasting
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Econometric analysis of financial and economic time series ; part a
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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Nonlinear time series analysis of business cycles
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State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
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