State Space Modeling in Macroeconomics and Finance Using SsfPack in S+FinMetrics

S.J. Koopman, E. Zivot, J. Wang

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationState Space and Unobserved Component Models: Theory and Applications
EditorsA.C. Harvey, S.J. Koopman, N. Shepherd
Place of PublicationCambridge, UK
PublisherCambridge University Press
Number of pages52
Publication statusPublished - 2004

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