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~isPartOf:"Finance and economics discussion series"
~person:"Chung, Hess"
~subject:"Multivariate analysis"
~subject:"Regressionsanalyse"
~subject:"Statistische Methode"
~subject:"United States"
~type:"book"
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Multivariate analysis
Regressionsanalyse
Statistische Methode
United States
Decomposition method
1
Dekompositionsverfahren
1
Kalman smoother
1
Multivariate Analyse
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Schock
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Shock
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State space model
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Theory
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data decomposition
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double decomposition
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latent variables
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Chung, Hess
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Jones, Barry E.
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Latent variables analysis in structural models : a new decomposition of the Kalman smoother
Chung, Hess
;
Fuentes-Albero, Cristina
;
Paustian, Matthias
; …
-
2020
Persistent link: https://www.econbiz.de/10012389843
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