Temporal disaggregation using multivariate structural time series models
Year of publication: |
2005
|
---|---|
Authors: | Moauro, Filippo ; Savio, Giovanni |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 2, p. 214-234
|
Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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