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 proceeding › Chapter › Academic

Original language	English
Title of host publication	State Space and Unobserved Component Models: Theory and Applications
Editors	A.C. Harvey, S.J. Koopman, N. Shepherd
Place of Publication	Cambridge, UK
Publisher	Cambridge University Press
Number of pages	52
Publication status	Published - 2004

Persistent URL (handle)

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title = "State Space Modeling in Macroeconomics and Finance Using SsfPack in S+FinMetrics",

author = "S.J. Koopman and E. Zivot and J. Wang",

year = "2004",

language = "English",

editor = "A.C. Harvey and S.J. Koopman and N. Shepherd",

booktitle = "State Space and Unobserved Component Models: Theory and Applications",

publisher = "Cambridge University Press",

}

State Space Modeling in Macroeconomics and Finance Using SsfPack in S+FinMetrics. / Koopman, S.J.; Zivot, E.; Wang, J.
State Space and Unobserved Component Models: Theory and Applications. ed. / A.C. Harvey; S.J. Koopman; N. Shepherd. Cambridge, UK: Cambridge University Press, 2004.

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic