To read this content please select one of the options below:

MESSY TIME SERIES

Siem Jan Koopman

ISBN: 978-0-76230-303-8, eISBN: 978-1-84950-823-0

Publication date: 1 January 1999

Citation

Harvey, A., Jan Koopman, S. and Penzer, J. (1999), "MESSY TIME SERIES", Fomby, T.B. and Carter Hill, R. (Ed.) Messy Data (Advances in Econometrics, Vol. 13), Emerald Group Publishing Limited, Leeds, pp. 103-143. https://doi.org/10.1108/S0731-9053(1999)0000013007

Publisher

:

Emerald Group Publishing Limited

Copyright © 1998, Emerald Group Publishing Limited