Readings in Unobserved Components Models
- Harvey, Andrew(Professor of Econometrics, University of Cambridge)Proietti, Tommaso(Professor of Economic Statistics, University of Udine, Italy)Registered editor(s):
Contributors to this volume - P. Burridge and K.F. Wallis S.J. Koopman P. de Jong A.C. Harvey and S.J. Koopman R. Kohn, C.F. Ansley and C. Wong M.W. Watson A.C. Harvey and A. Jaeger A. Maravall D. Pfeffermann A.C. Harvey, S.J. Koopman and M. Riani J. Nyblom F. Canova and B.E. Hansen A.C. Harvey and C. Fernandes Carter and Kohn P. de Jong and N. Shephard N. Shephard and M.K. Pitt J. Durbin and S.J. Koopman S. Kim, N. Shephard, and S. Chib A. Doucet, S.J. Godsill, and C. Andrieu
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