Latent Variables Analysis in Structural Models : A New Decomposition of the Kalman Smoother
Year of publication: |
2020
|
---|---|
Authors: | Chung, Hess T. ; Fuentes-Albero, Cristina ; Paustian, Matthias O. ; Pfajfar, Damjan |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Series: | FEDS Working Paper ; No. 2020-100 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December, 2020 erstellt |
Classification: | c18 ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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