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State realization with exogenous variables - A test on blast furnace data

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  • Saxen, Henrik
  • Ostermark, Ralf

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  • Saxen, Henrik & Ostermark, Ralf, 1996. "State realization with exogenous variables - A test on blast furnace data," European Journal of Operational Research, Elsevier, vol. 89(1), pages 34-52, February.
  • Handle: RePEc:eee:ejores:v:89:y:1996:i:1:p:34-52
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    References listed on IDEAS

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    1. Mittnik, Stefan, 1990. "Macroeconomic forecasting experience with balanced state space models," International Journal of Forecasting, Elsevier, vol. 6(3), pages 337-348, October.
    2. Bordignon, Silvano & Trivellato, Ugo, 1989. "The Optimal Use of Provisional Data in Forecasting with Dynamic Model s," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 275-286, April.
    3. Aoki, Masanao, 1988. "Cointegration, Error Correction, and Aggregation in Dynamic Models: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 89-95, February.
    4. D. S. Coates & P. J. Diggle, 1986. "Tests For Comparing Two Estimated Spectral Densities," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(1), pages 7-20, January.
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