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

Bibliographic Details

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
Subjects:	State-space model missing observations Kalman filter and smoother simulation smoothing factor model Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957295828