Multivariate structural time series models

A.C. Harvey, S.J.M. Koopman

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationSystematic Dynamics in Economic and Financial Models
EditorsC. Heij, H. Schumacher, B. Hanzon, C. Praagman
Place of PublicationChichester
PublisherJohn Wiley & Sons
Number of pages372
Publication statusPublished - 1997

Publication series

NameSeries in Financial Economics and Quantitative Analysis

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