Chair, Statistics Department and Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
Structural time series models
Harvey, Andrew C, and Neil Shephard. 1993. “Structural time series models.” Handbook of Statistics, (edited by G.S. Maddala, C.R. Rao and H.D. Vinod), Vol. 11:Econometrics: 261-302. Amsterdam: North Holland.