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Forecasting, structural time series models, and the Kalman filter

. Cambridge Univ. Press, Cambridge u.a., (1990)

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Growth, cycles and convergence in US regional time series, and . International Journal of Forecasting, 21 (4): 667--686 (00 2005)Testing for functional misspecification in regression analysis, and . Journal of Econometrics, 6 (1): 103--119 (July 1977)Time series models. Allan, Deddington, (1981)Forecasting, structural time series models, and the Kalman filter. Cambridge Univ. Press, Cambridge u.a., (1990)Trends and cycles in economic time series: A Bayesian approach, , and . Journal of Econometrics, 140 (2): 618--649 (October 2007)Time Series Models. The MIT Press, Cambridge, 2nd edition, (1993)Forecasting, structural time series models and the Kalman Filter. Cambridge University Press, Great Britain, (1989)