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You searched for "structural time series model"

Econometrics Paper
Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.) Andrew C Harvey, Siem Jan Koopman and J Penzer March 1997
Paper No' EM/1997/327:
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Tags: arima models; data aggregation; importance sampling; irregularly spaced data; kalman filter; missing observations; outliers; smoother; splines; state space form; structural breaks; structural time series models; weekly observations.

Econometrics Paper
Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.) Andrew C Harvey and Siem Jan Koopman March 1996
Paper No' EM/1996/307:
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Tags: co-integration; commontrends; cycles; kalman filter; structural time series model; triangular representation

Econometrics Paper
The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.) Andrew C Harvey, Siem Jan Koopman and Marco Riani  1995
Paper No' EM/1995/284:
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Tags: structural time series model; seasonal adjustment; trend extraction; filtering and smoothin algorithms; money supply.

Econometrics Paper
Deletion Diagnostics and Transformations for Time Series A.C. Atkinson and N.G. Shephard
 1992
Paper No' EM/1992/245:
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Tags: deletion diagnostics; structural time series models; regression parameters; index plots.

Econometrics Paper
Detrending, Stylized Facts and The Business Cycle (Now published in Journal of Applied Econometrics, vol.8 (1993), pp.231-247.) Andrew C Harvey and Albert Jaeger  1991
Paper No' EM/1991/230:
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Tags: detrending; filters; persistence; structural time series models.