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A standard error for the estimated state vector of a state-space model

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Hamilton, James D.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 33 (1986)
Issue (Month): 3 (December)
Pages: 387-397
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Handle: RePEc:eee:econom:v:33:y:1986:i:3:p:387-397

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