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Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989
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- Econometric Theory / Volume 8 / Issue 2 / June 1992
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- 18 October 2010, pp. 293-299
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Prediction, Extraction, and Estimation in Unobserved Components Model
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- Econometric Theory / Volume 4 / Issue 2 / August 1988
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- 18 October 2010, pp. 356-359
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Prediction, Extraction, and Estimation in Unobserved Components Models
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- Econometric Theory / Volume 3 / Issue 2 / April 1987
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- 11 February 2009, p. 305
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Optimal Prediction Under Asymmetric Loss
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- Econometric Theory / Volume 13 / Issue 6 / December 1997
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- 11 February 2009, pp. 808-817
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THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003
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- Econometric Theory / Volume 19 / Issue 6 / December 2003
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- 24 September 2003, pp. 1159-1193
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“Big Data” Dynamic Factor Models for Macroeconomic Measurement and Forecasting: A Discussion of the Papers by Lucrezia Reichlin and by Mark W. Watson
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- Advances in Economics and Econometrics
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- 06 January 2010
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- 20 January 2003, pp 115-122
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8 - Exact maximum likelihood estimation of observation-driven econometric models
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- Simulation-based Inference in Econometrics
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- 04 August 2010
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- 20 July 2000, pp 205-217
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14 - Turning point prediction with the composite leading index: An ex ante analysis
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- Leading Economic Indicators
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- 05 June 2012
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- 25 January 1991, pp 231-256
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