Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Michael Dueker
| Year of publication: |
2006
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|---|---|
| Authors: | Dueker, Michael |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 93.2006, 1, p. 58-62
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| Subject: | Bayes-Statistik | Bayesian inference | Makroökonometrie | Macroeconometrics | Theorie | Theory | Zustandsraummodell | State space model | Probit-Modell | Probit model |
| 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://ebvufind01.dmz1.zbw.eu/10003380151