Multivariate structural time series models

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

Multivariate structural time series models

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

Research Group: Econometrics

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Systematic Dynamics in Economic and Financial Models
Editors	C. Heij, H. Schumacher, B. Hanzon, C. Praagman
Place of Publication	Chichester
Publisher	John Wiley & Sons
Pages	269-298
Number of pages	372
Publication status	Published - 1997

Publication series

Name	Series in Financial Economics and Quantitative Analysis

Cite this

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title = "Multivariate structural time series models",

author = "A.C. Harvey and S.J.M. Koopman",

note = "Pagination: 372",

year = "1997",

language = "English",

series = "Series in Financial Economics and Quantitative Analysis",

publisher = "John Wiley & Sons",

pages = "269--298",

editor = "C. Heij and H. Schumacher and B. Hanzon and C. Praagman",

booktitle = "Systematic Dynamics in Economic and Financial Models",

}

Multivariate structural time series models. / Harvey, A.C.; Koopman, S.J.M.
Systematic Dynamics in Economic and Financial Models. ed. / C. Heij; H. Schumacher; B. Hanzon; C. Praagman. Chichester: John Wiley & Sons, 1997. p. 269-298 (Series in Financial Economics and Quantitative Analysis).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Multivariate structural time series models

AU - Harvey, A.C.

AU - Koopman, S.J.M.

N1 - Pagination: 372

PY - 1997

Y1 - 1997

M3 - Chapter

T3 - Series in Financial Economics and Quantitative Analysis

SP - 269

EP - 298

BT - Systematic Dynamics in Economic and Financial Models

A2 - Heij, C.

A2 - Schumacher, H.

A2 - Hanzon, B.

A2 - Praagman, C.

PB - John Wiley & Sons

CY - Chichester

ER -