The Endogenous Kalman Filter
Year of publication: |
2007
|
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Authors: | Baxter, Brad ; Graham, Liam ; Wright, Stephen H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information | Wirtschaftsprognose | Economic forecast |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.980962 [DOI] |
Classification: | E27 - Forecasting and Simulation ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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