State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Eric Zivot; Jeffrey Wang; Siem Jan Koopman
| Year of publication: |
2012
|
|---|---|
| Authors: | Zivot, Eric ; Wang, Jeffrey ; Koopman, Siem Jan |
| Published in: |
State space and unobserved component models : theory and applications. - Cambridge [u.a.] : Cambridge University Press, ISBN 978-0-521-83595-4. - 2004, p. 284-335
|
| Subject: | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Makroökonomik | Macroeconomics | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719920