Time-varying state correlations in state space models and their estimation via indirect inference
Year of publication: |
[2021]
|
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Authors: | Schiavoni, Caterina ; Koopman, Siem Jan ; Palm, Franz C. ; Smeekes, Stephan ; Brakel, Jan A. van den |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | bootstrap filter | cubic splines | indirect inference | nonlinear state space | time-varying parameter | unemployment | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Arbeitslosigkeit | Unemployment | Monte-Carlo-Simulation | Monte Carlo simulation | Induktive Statistik | Statistical inference | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 49 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2021, 020 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/237753 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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