Multivariate structural time series model
By: byAndrew Harvey and Siem Jan Koopman.
Contributors: Koopman, Siem Jan.
Series: Econometrics discussion paper / Suntory and Toyota International Centres for Economics and Related Disciplines -- EM/96/307; Econometrics discussion paper -- EM/96/307.
Publisher: Suntory and ToyotaInternational Centres for Economics and Related Disciplines
Published: 1996
Place of publication: London
Language: eng