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~institution:"Federal Reserve Bank of St. Louis"
~person:"Dueker, Michael"
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Dueker, Michael
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
Dueker, Michael
-
Federal Reserve Bank of St. Louis
-
2006
where a state variable is truncated normal. To the author’s
knowledge
, this speciflc modiflcation of the Kalman fllter …
Persistent link: https://www.econbiz.de/10005707653
Saved in:
2
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
Dueker, Michael
(
contributor
)
-
2005
where a state variable is truncated normal. To the author’s
knowledge
, this speciflc modiflcation of the Kalman fllter …
Persistent link: https://www.econbiz.de/10003115151
Saved in:
3
Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael
(
contributor
);
Sola, Martin
(
contributor
); …
-
2003
-
[Elektronische Ressource]
economy and to use this
knowledge
when pricing bonds. Other popular nonlinear autoregressive models that account for a similar …
Persistent link: https://www.econbiz.de/10001983084
Saved in:
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