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
Pages269-298
Number of pages372
Publication statusPublished - 1997

Publication series

NameSeries in Financial Economics and Quantitative Analysis

Cite this

Harvey, A. C., & Koopman, S. J. M. (1997). Multivariate structural time series models. In C. Heij, H. Schumacher, B. Hanzon, & C. Praagman (Eds.), Systematic Dynamics in Economic and Financial Models (pp. 269-298). (Series in Financial Economics and Quantitative Analysis). Chichester: John Wiley & Sons.
Harvey, A.C. ; Koopman, S.J.M. / Multivariate structural time series models. Systematic Dynamics in Economic and Financial Models. editor / C. Heij ; H. Schumacher ; B. Hanzon ; C. Praagman. Chichester : John Wiley & Sons, 1997. pp. 269-298 (Series in Financial Economics and Quantitative Analysis).
@inbook{1534548a65c34dc890b54a7424929c2a,
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",

}

Harvey, AC & Koopman, SJM 1997, Multivariate structural time series models. in C Heij, H Schumacher, B Hanzon & C Praagman (eds), Systematic Dynamics in Economic and Financial Models. Series in Financial Economics and Quantitative Analysis, John Wiley & Sons, Chichester, pp. 269-298.

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 proceedingChapterScientificpeer-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 -

Harvey AC, Koopman SJM. Multivariate structural time series models. In Heij C, Schumacher H, Hanzon B, Praagman C, editors, Systematic Dynamics in Economic and Financial Models. Chichester: John Wiley & Sons. 1997. p. 269-298. (Series in Financial Economics and Quantitative Analysis).