Diffusion index model specification and estimation using mixed frequency datasets
Year of publication: |
2014
|
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Authors: | Kim, Kihwan ; Swanson, Norman R. |
Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 15-31
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Subject: | forecasting | diffusion index | mixed frequency | recursive estimation | Kalman filter | Arbeitslosigkeit | Unemployment | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Zustandsraummodell | State space model | Schätzung | Estimation | USA | United States | 1959-2009 |
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