Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Year of publication: |
2012
|
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Authors: | Koopman, Siem Jan ; Lucas, Andre ; Scharth, Marcel |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2016266 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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