State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Year of publication: |
2012
|
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Authors: | Zivot, Eric ; Wang, Jeffrey ; Koopman, Siem Jan |
Published in: |
State space and unobserved component models : theory and applications. - Cambridge [u.a.] : Cambridge University Press, ISBN 978-0-521-83595-4. - 2004, p. 284-335
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Subject: | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Makroökonomik | Macroeconomics | Prognoseverfahren | Forecasting model |
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