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
- 1 June 1992
- journal article
- book review
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 8 (2) , 293-299
- https://doi.org/10.1017/s0266466600012822
Abstract
No abstract availableKeywords
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- Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk AlternativeThe Annals of Statistics, 1988
- Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit RootPublished by National Bureau of Economic Research ,1987
- Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case StudyJournal of Business & Economic Statistics, 1983