@inbook {35730, title = {Estimation, Smoothing, Interpolation, and Distribution for Structural Time Series Models in Discrete and Continuous Time}, booktitle = {Models, Methods and Applications of Econometrics (Festschrift for A.R. Bergstrom)}, year = {1991}, pages = {55-70}, publisher = {Blackwell}, organization = {Blackwell}, author = {James Stock}, editor = {P. C. B. Phillips} }