Introducing sspaneltvp : a code to estimating state-space time-varying parameter models in panels. an application to Okun's Law
Mariam Camarero, Juan Sapena and Cecilio Tamarit
| Year of publication: |
2025
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| Authors: | Camarero Olivas, Mariam ; Sapena, Juan ; Tamarit Escalona, Cecilio R. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 29.2025, 4, p. 511-539
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| Subject: | time-varying parameters | Kalman filter | Okun’s law | state space models | Zustandsraummodell | State space model | Okunsches Gesetz | Okun's law | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Arbeitslosigkeit | Unemployment | Schätztheorie | Estimation theory | Panel | Panel study |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2023-0054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461628