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Econometric Reviews Volume 10, 1991 - Issue 1
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Original Articles

State space modeling of multiple time series: a comment

Stefan Mittnik State University of New York, Stony Brook
Pages 75-90 | Published online: 21 Mar 2007

Citations (4)

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Read on this site (1)

Paul D. Gilbert. (2000) A note on the computation of time series model roots. Applied Economics Letters 7:7, pages 423-424.
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Articles from other publishers (3)

Ralf Östermark. (2009) Genetic hybrid tuning of VARMAX and state space algorithms. Soft Computing 14:1, pages 91-99.
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Paul D. Gilbert. (2006) Combining var estimation and state space model reduction for simple good predictions. Journal of Forecasting 14:3, pages 229-250.
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S. Mittnik. (1992) Forecasting international growth rates with leading indicators: A system-theoretic approach. Computers & Mathematics with Applications 24:8-9, pages 31-41.
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