Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989-Reference-Cited by-同舟云学术

Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989

Published:1992-06 Issue:2 Volume:8 Page:293-299
ISSN:0266-4666
Container-title:Econometric Theory
language:en
Short-container-title:Econom. Theory

Author:

Diebold Francis X.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference10 articles.

1. 5. Kwiatkowski D. , Phillips P.C.B. , Schmidt P. . Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Manuscript, 1990.

2. Structural time series analysis and modelling package: A review

3. Forecasting economic time series with structural and Box- Jenkins models: A case study (with discussion);Harvey;Journal of Business and Economic Statistics,1983

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