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Multivariate structural time series models / by Andrew Harvey and Siem Jan Koopman
Bib ID 69028
Format BookBook
Author
Harvey, Andrew
 
Description London : Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 1996 
48 p. : ill. ; 21 cm. 
Series

Discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) ; EM/96/307.

Econometrics ; EM/96/307.

Notes

"March 1996"

Includes bibliographical references (p. 37-41)

Subjects Time-series analysis -- Mathematical models.  |  Multivariate analysis -- Mathematical models.
Other authors/contributors Koopman, Siem Jan  |  London School of Economics and Political Science  |  Suntory-Toyota International Centre for Economics and Related Disciplines

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