Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
Year of publication: |
2010-01
|
---|---|
Authors: | Rodríguez, Alejandro ; Ruiz, Esther |
Institutions: | Departamento de Estadistica, Universidad Carlos III de Madrid |
Subject: | NAIRU | Output gap | Parameter uncertainty | Prediction Intervals | State Space Models |
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