Computing observation weights for signal extraction and filtering
Siem Jan Koopman; Andrew Harvey
| Year of publication: |
2003
|
|---|---|
| Authors: | Koopman, Siem Jan ; Harvey, Andrew C. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 7, p. 1317-1333
|
| Subject: | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | VAR-Modell | VAR model | Theorie | Theory | Zustandsraummodell | State space model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001736096