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10 Structural time series models · Study

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Chapter10 Structural time series models

Andrew C. Harvey1993

Chapter1993

10 Structural time series models

Andrew C. Harvey · Neil Shephard

186 citations·0/0 files stored·Handbook of statistics

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Time Series Analysis: Forecasting and Control 1988Statistical analysis of cointegration vectors 1992ARCH modeling in finance 1990Forecasting, Structural Time Series Models and the Kalman Filter 1982Formulation and estimation of dynamic models using panel data

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Details

Year1993

Typechapter

Published1993-01-01

VenueHandbook of statistics

ISSN-L0169-7161

Languageen

Citations186

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/s0169-7161(05)80045-8

openalex_workW1548637214

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