Bayesian state space models in macroeconometrics
Joshua C.C. Chan, Rodney W. Strachan
| Year of publication: |
2023
|
|---|---|
| Authors: | Chan, Joshua ; Strachan, Rodney W. |
| Subject: | Dimension reduction | Filter | High-dimension | Non-Gaussian: Non-linear | Smoother | State space model | Zustandsraummodell | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Makroökonometrie | Macroeconometrics | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/joes.12405 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287769