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Unobserved Components and Time Series Econometrics

Unobserved Components and Time Series Econometrics

Siem Jan Koopman

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Jennifer Castle

State Space and Unobserved Component Models: Theory and Applications

State Space and Unobserved Component Models: Theory and Applications

Andrew C. Harvey

Stochastic Volatility: Selected Readings

Stochastic Volatility: Selected Readings

Neil Shephard

Structural Time Series Analyser, Modeller and Predictor: STAMP 7

Structural Time Series Analyser, Modeller and Predictor: STAMP 7

Siem Jan Koopman

Green Mountains Review (Vol. XIX, No. 2, 2006)

Green Mountains Review (Vol. XIX, No. 2, 2006)

Neil Shephard

Stochastic Volatility: Selected Readings

Stochastic Volatility: Selected Readings

Neil Shephard

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Neil Shephard