Specification and misspecification of unobserved components models

MaRDI QIDQ2906607zbMATH OpenFDO

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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