Positivity conditions for stochastic state space modelling of time series

Christiaan Heij, T Kloek, A (André) Lucas

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)379-396
Number of pages18
JournalEconometric Reviews
Volume11
Issue number3
Publication statusPublished - 1992
Externally publishedYes

Cite this