State space modelling in macroeconomics and finance using SsfPack in S+Finmetrics

State Space and Unobserved Component Models: Theory and Applications

Volumn , Issue , 2004, Pages 284-335

  Zivot, Eric ^a   Wang, Jeffrey ^b   Jan Koopman, Siem ^c  

^a UNIVERSITY OF WASHINGTON   (United States)

^b Ronin Capital LLC   (United Kingdom)

^c VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77954799559     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511617010.014     Document Type: Chapter

References (0)