A Multivariate Unobserved Components Model of Cyclical Activity
Year of publication: |
2005
|
---|---|
Authors: | Scott, Alasdair M. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model | Bruttoinlandsprodukt | Gross domestic product | Messung | Measurement | Produktionspotenzial | Potential output | Neuseeland | New Zealand | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2000 erstellt |
Other identifiers: | 10.2139/ssrn.348202 [DOI] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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