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Bayesian state space models in macroeconometrics

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Bibliographic Details
Authors and Corporations: Chan, Joshua (Author), Strachan, Rodney W. (Author)
Other Authors: Strachan, Rodney W. [Author]
Type of Resource: E-Book
Language: English
published:
Canberra Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis October 18, 2020
Series: Australian National University: CAMA working paper series ; 2020, 90 (October 2020)
Subjects:
State space model
filter
smoother
non-linear
non-Gaussian
high-dimension
dimension reduction
Graue Literatur
State space model
filter
smoother
non-linear
non-Gaussian
high-dimension
dimension reduction
Source: Verbunddaten SWB
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