Time-varying state correlations in state space models and their estimation via indirect inference
Caterina Schiavoni, Siem Jan Koopman, Franz Palm, Stephan Smeekes, Jan van den Brakel
| Year of publication: |
February, 2021
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|---|---|
| Authors: | Schiavoni, Caterina ; Koopman, Siem Jan ; Palm, Franz C. ; Smeekes, Stephan ; Brakel, Jan A. van den |
| Publisher: |
The Hague : Statistics Netherlands |
| 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 53 Seiten) Illustrationen |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436055