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~isPartOf:"Computing in Economics and Finance 2002"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Kalman filter estimates of unobserved variables"
~subject:"Wirtschaftswachstum"
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Search: subject:"Unobserved components model"
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Kalman filter estimates of unobserved variables
Wirtschaftswachstum
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Schätzung
2
State space model
2
Time series analysis
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Unobserved components model
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United States
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Volatilität
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unobserved components model
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Chen, Baoline
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Kim, Jaeho
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Computing in Economics and Finance 2002
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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China economic review : an international journal
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Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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2
Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
Chen, Baoline
;
Zadrozny, Peter A.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005132810
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