Temporal disaggregation by state space methods: Dynamic regression methods revisited
Proietti,Tommaso
Temporal disaggregation by state space methods: Dynamic regression methods revisited J5711 2006 - 2006 - 357-372 V. 09 Issue. 3
Econometrics
Autoregreaaive distributed lag models;Kalam filter and smoother;Marginal likelihood;
Temporal disaggregation by state space methods: Dynamic regression methods revisited J5711 2006 - 2006 - 357-372 V. 09 Issue. 3
Econometrics
Autoregreaaive distributed lag models;Kalam filter and smoother;Marginal likelihood;