Latent variables analysis in structural models : A new decomposition of the kalman smoother
Hess Chung, Cristina Fuentes-Albero, Matthias Paustian, Damjan Pfajfar
| Year of publication: |
2021
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|---|---|
| Authors: | Chung, Hess ; Fuentes-Albero, Cristina ; Paustian, Matthias ; Pfajfar, Damjan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 125.2021, p. 1-25
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| Subject: | Kalman smoother | Latent variables | Shock decomposition | Data decomposition | Double decomposition | Dekompositionsverfahren | Decomposition method | Schock | Shock | Theorie | Theory | Zustandsraummodell | State space model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667010