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A flexible state-space model with lagged states and lagged dependent variables: simulation smoothing

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Authors and Corporations: Hauber, Philipp (Author), Schumacher, Christian (Author), Zhang, Jiachun (Author)
Other Authors: Schumacher, Christian [Author] • Zhang, Jiachun [Author]
Type of Resource: E-Book
Language: English
published:
Frankfurt am Main Deutsche Bundesbank [2019]
Series: Deutsche Bundesbank: Discussion paper ; no 2019, 15
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISBN: 9783957295828
3957295823
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