Department of Economics and Business Economics

Unobserved Components and Time Series Econometrics

Research output: Book/anthology/dissertation/reportBookResearchpeer-review

  • Siem Jan Koopman (Editor)
  • Neil Shephard, Department of Economics, University of Oxford, United Kingdom
Original languageEnglish
Place of publicationOxford
PublisherOxford University Press
Number of pages400
ISBN (Print)9780199683666
Publication statusPublished - 2015

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ID: 99883222