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Time varying dimension models

Joshua C. C. Chan; Gary Koop; Roberto Leon-Gonzalez; Rodney W. Strachan
Year of publication:
2011
Authors: Chan, Joshua C. C. ; Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney W.
Publisher: Canberra : Centre for Applied Macroeconomic Analysis, the Australian National Univ.
Subject: Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Zustandsraummodell | State space model | Theorie | Theory
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