Messy time series
Subtitle: a unified approach
By: by Andrew Harvey, Siem Jan Koopman, Jeremy Penzer.
Contributors: Koopman, Siem Jan.; Penzer, Jeremy.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion papers -- EM/97/327
Publisher: Suntory Centre, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science
Published: 1997
Place of publication: London
Language: eng
Number of pages: 64
Subjects: Time-series analysis.