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Interpolation and backdating with a large information set

by Elena Angelini, Jérôme Henry and Massimiliano Marcellino
Year of publication:
2003
Authors: Angelini, Elena ; Henry, Jérôme ; Marcellino, Massimiliano
Publisher: Frankfurt am Main : European Central Bank
Subject: Schätztheorie | Estimation theory | Theorie | Theory | Zustandsraummodell | State space model
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