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: |
[S.l.] : SSRN |
Subject: | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
Extent: | 1 Online-Ressource (49 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 22, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3792448 [DOI] |
Classification: | J64 - Unemployment: Models, Duration, Incidence, and Job Search ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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