Bayesian state space models in macroeconometrics

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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

Source:

Verbunddaten SWB
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