Unobserved Components And Time Series EconometricsSiem Jan Koopman, Neil Shephard · First published 2015Open the Tome
Methodology and Practice of EconometricsNeil Shephard Jennifer Castle · First published 2009Open the Tome
The methodology and practice of econometricsJennifer Castle, Neil Shephard · First published 2009Open the Tome
State space and unobserved component modelsA. C. Harvey, S. J. Koopman, Neil Shephard · First published 2004Open the Tome
