Positivity Conditions for Stochastic State Space Modelling of Time Series

Authors
C.Heij,"T. Kloek A. Lucas
Citation
C.Heij,"T. Kloek et A. Lucas, Positivity Conditions for Stochastic State Space Modelling of Time Series, Econometric reviews, 11(03), 1992, pp. 379
Journal title
Econometric reviews → ACNP
ISSN journal
07474938
Volume
11
Issue
03
Year of publication
1992
Database
ICR
SICI code
0747-4938(1992)11:03<379:PCFSSS>2.0.ZU;2-Z