Computing observation weights for signal extraction and filtering

Siem Jan Koopman and Andrew Harvey

Journal of Economic Dynamics and Control, 2003, vol. 27, issue 7, 1317-1333

Date: 2003
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Working Paper: Computing Observation Weights for Signal Extraction and Filtering (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:27:y:2003:i:7:p:1317-1333

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