Abstract
State space models is a rather loose term given to time series models, usually formulated in terms of unobserved components, that make use of the state space form for their statistical treatment.
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Harvey, A. (2010). State space models. In: Durlauf, S.N., Blume, L.E. (eds) Macroeconometrics and Time Series Analysis. The New Palgrave Economics Collection. Palgrave Macmillan, London. https://doi.org/10.1057/9780230280830_30
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DOI: https://doi.org/10.1057/9780230280830_30
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