Time-varying parameter models with endogeneous regressors
Chang-Jin Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | Kim, Chang-jin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 91.2006, 1, p. 21-26
|
| Subject: | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003314914