Estimation error and the specification of unobserved component models

Agustin Maravall () and Christophe Planas

Journal of Econometrics, 1999, vol. 92, issue 2, 325-353

Date: 1999
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Working Paper: Estimation Error and the Specification of Unobserved Component Models (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:92:y:1999:i:2:p:325-353

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