A simple estimator for dynamic models with serially correlated unobservables
Yingyao Hu, Matthew Shum, Wei Tan and Ruli Xiao
| Year of publication: |
2017
|
|---|---|
| Authors: | Hu, Yingyao ; Shum, Matthew ; Tan, Wei ; Xiao, Ruli |
| Subject: | dynamic models | serially correlated unobservables | unobserved state variable | Schätztheorie | Estimation theory | Korrelation | Correlation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jem-2015-0011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944547