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for the working paper

Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.)
Andrew Harvey and Siem Jan Koopman
STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Read abstract and download full text files (if available) at EconPapers

Access Statistics

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Access Statistics for the working paper
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Statistics updated 2024-12-04