Specification and misspecification of unobserved components models

zbMATH Open1260.91191MaRDI QIDQ2906607FDOQ2906607

Authors: Davide Delle Monache, Andrew C. Harvey 

Publication date: 5 September 2012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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