Interpolation and Backdating with A Large Information Set
Year of publication: |
2004-10
|
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Authors: | Angelini, Elena ; Henry, Jérôme ; Marcellino, Massimiliano |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Factor model | Interpolation | Kalman filter | spline |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4533 |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data |
Source: |
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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Pooling-based data interpolation and backdating
Marcellino, Massimiliano, (2005)
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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...