FORMULATION OF UNOBSERVED-COMPONENTS MODELS AND CANONICAL FORMS11The material presented in this chapter is based on research supported in part by the Board of Governors of the Federal Reserve System as well as by a grant from the National Science Foundation. We are indebted to Michael Ward for his able assistance.
1983 ◽
pp. 77-84
2020 ◽
Vol 2
(2)
◽
pp. 1-17
Keyword(s):
Keyword(s):