Diffusion index model specification and estimation using mixed frequency datasets
Kihwan Kim and Norman Rasmus Swanson
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Kihwan ; Swanson, Norman R. |
| Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 15-31
|
| Subject: | forecasting | diffusion index | mixed frequency | recursive estimation | Kalman filter | Arbeitslosigkeit | Unemployment | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Zustandsraummodell | State space model | Schätzung | Estimation | USA | United States | 1959-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011406756