Diffusion index model specification and estimation using mixed frequency datasets
Year of publication: |
2013
|
---|---|
Authors: | Kihwan, Kim ; Swanson, Norman |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | forecasting | diffusion index | mixed frequency | recursive estimation | Kalman filter |
Series: | Working Paper ; 2013-15 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 752416324 [GVK] hdl:10419/94239 [Handle] RePEc:rut:rutres:201315 [RePEc] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
-
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan, (2013)
-
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
Kim, Kihwan, (2013)
-
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan, (2014)
- More ...
-
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan, (2013)
-
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan, (2014)
-
Kim, Kihwan, (2023)
- More ...