Bayesian state space models in macroeconometrics
Joshua C.C. Chan, Rodney W. Strachan
| Year of publication: |
October 18, 2020
|
|---|---|
| Authors: | Chan, Joshua ; Strachan, Rodney W. |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | State space model | filter | smoother | non-linear | non-Gaussian | high-dimension | dimension reduction | Zustandsraummodell | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 41 Seiten) |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2020, 90 (October 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012533935