A standard error for the estimated state vector of a state-space model
Year of publication: |
1986
|
---|---|
Authors: | Hamilton, James D. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 33.1986, 3, p. 387-397
|
Subject: | Mathematik | Matrizenrechnung und Vektorrechnung | Statistik | Fehler | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory |
-
An approach to upper bound problems for risks of generalized least squares estimators
Toyooka, Yasuyuki, (1986)
-
The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E., (1988)
-
The use of generalized inverses in restricted maximum likelihood
Don, Henk, (1985)
- More ...
-
Bauer, Michael D., (2015)
-
Baumeister, Christiane, (2018)
-
On the Multi-Preference Approach to Evaluating Opportunities
Nehring, Klaus, (1997)
- More ...