Signal extraction and the formulation of unobserved components models

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

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)84-107
Number of pages23
JournalThe Econometrics Journal
Volume3
Publication statusPublished - 2000

Cite this

Harvey, A.C. ; Koopman, S.J.M. / Signal extraction and the formulation of unobserved components models. In: The Econometrics Journal. 2000 ; Vol. 3. pp. 84-107.
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title = "Signal extraction and the formulation of unobserved components models",
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language = "English",
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Signal extraction and the formulation of unobserved components models. / Harvey, A.C.; Koopman, S.J.M.

In: The Econometrics Journal, Vol. 3, 2000, p. 84-107.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Signal extraction and the formulation of unobserved components models

AU - Harvey, A.C.

AU - Koopman, S.J.M.

N1 - DP 9944 Pagination: 23

PY - 2000

Y1 - 2000

M3 - Article

VL - 3

SP - 84

EP - 107

JO - The Econometrics Journal

JF - The Econometrics Journal

SN - 1368-4221

ER -