## Abstract This paper presents a methodology for modelling and forecasting multivariate time series with linear restrictions using the constrained structural stateβspace framework. The model has natural applications to forecasting time series of macroeconomic/financial identities and accounts. The
β¦ LIBER β¦
Multivariate time series analysis with state space models
β Scribed by S. Mittnik
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 706 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0898-1221
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