Seasonality with Trend and Cycle Interactions in Unobserved components Models

S.J. Koopman, K.M. Lee

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI Discussion paper
No.08-028/4

Cite this

Koopman, S. J., & Lee, K. M. (2008). Seasonality with Trend and Cycle Interactions in Unobserved components Models. (TI Discussion paper; No. 08-028/4). Amsterdam: Tinbergen Instituut (TI).
Koopman, S.J. ; Lee, K.M. / Seasonality with Trend and Cycle Interactions in Unobserved components Models. Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion paper; 08-028/4).
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language = "English",
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publisher = "Tinbergen Instituut (TI)",
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Koopman, SJ & Lee, KM 2008 'Seasonality with Trend and Cycle Interactions in Unobserved components Models' TI Discussion paper, no. 08-028/4, Tinbergen Instituut (TI), Amsterdam.

Seasonality with Trend and Cycle Interactions in Unobserved components Models. / Koopman, S.J.; Lee, K.M.

Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion paper; No. 08-028/4).

Research output: Working paperProfessional

TY - UNPB

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AU - Koopman, S.J.

AU - Lee, K.M.

PY - 2008

Y1 - 2008

M3 - Working paper

T3 - TI Discussion paper

BT - Seasonality with Trend and Cycle Interactions in Unobserved components Models

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -

Koopman SJ, Lee KM. Seasonality with Trend and Cycle Interactions in Unobserved components Models. Amsterdam: Tinbergen Instituut (TI). 2008. (TI Discussion paper; 08-028/4).